U.S. Options

MIAX Options has just released updated Interface Specifications for the MIAX Express Interface (MEI), the MIAX FIX Order Interface (FOI) and the Top of Market (ToM) data feed.  All specifications are currently available for review at MIAX Options Interface Specifications.

MIAX Express Interface (MEI)  v1.2 Summary

• Notes clarifications in Bulk Quote Message, eQuote Message, eQuote Response, Liquidity Seeking Event Notification.
• Addition of L System Status in System State Notification.
• Fix the length of Message Type field in Mass Quote Cancel Request.
• Bad MPIDs will not cause MEI disconnects.
• Moved Appendix D to E, Appendix E to F and introduced new Appendix D.
• Addition of a new code for NASDAQ OMX Equity market in Series Update message.

FIX Order Interface (FOI)  v1.4 Summary

• MsgType D and G - notes updated.
• Appendix C  error codes updated.
• Tag 50  added more clarification.
• Tag 58, MsgType 8 - description updated.
• Tag 77 - OpenClose now Optional for Non-Member Market Makers.
• Tag 109 and 440 - update to take MAIX MM MPID in either tag.
• Tag 167 - added to Replace Request (G).
• Tag 203 - conditional in a Replace Request (G).
• Tag 9730 - updated fields 5 and 9
• Tag 9100 - added Firm wide Mass Cancel Requests.

Top of Market (ToM)  v1.2 Summary

• Moved Appendix D to E and introduced new Appendix D.
• Data Types: SecTime definition changed to Epoch.
• Addition of a new code for NASDAQ OMX Equity market in Series Update message.
• Notes clarifications in Bulk Quote Message, eQuote Message, eQuote Response, Liquidity Seeking Event Notification.
• Addition of Trade-Through-Exempt trade condition in Appendix A.

Important Dates:

• 9/20/2012  All interface updates available for testing in the MIAX Firm Test environment.
• 9/22/2012  All interface updates available in the Production Mock Trading environment.

Please contact MIAX Trading Operations TradingOperations@miaxglobal.com to discuss any specific issues or to begin Interface Testing.