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Trading Alert

MIAX Options

July 12, 2013 | 02:29 PM

MIAX Options Interface Specification (FOI, MEI, ToM & CTD) Updates to Support Additional Features

MIAX Options has just released updated Interface Specifications for the FIX Order Interface (FOI), MIAX Express Interface (MEI), Top of Market Feed (ToM) and the Clearing Trade Drop (CTD) to support the additional features listed below. All specifications are currently available for review at Miax Options Interface Specifications.

The activation of various functional features related to the specifications detailed below are subject to SEC approval. All such activations will be preceded with a MIAX Regulatory Alert providing notice as to the actual production activation dates.

FIX Order Interface (FOI) – v1.7 Summary

  • MsgType8 – Added ‘U’ & ‘I’ values to the Directed Status field for tag 9730
  • All messages – support for single digit MaturityDay added.

MIAX Express Interface (MEI) – v1.5 Summary

  • Added support for limited service ports and port grouping.
  • Added a limited cancel notification feature to limit option product level notifications.
  • Updated the Hot Topics section to provide clarity on various features and recommendations on best practices.

Top of Market Feed  (ToM) – v1.5 Summary

  • Added support to display Priority Customer Size to the Top of Market compact and wide message.

Clearing Trade Drop  (CTD) – v1.4 Summary

  • Added ‘U’ & ‘I’ values to the Directed Status field of the Trade Message.
  • Renamed the description for the Execution Exchange field value of ‘H’ to “ISE Gemini”

Important Dates:

  • Week of July 15, 2013 – Interface updates for FOI, MEI and CTD will be available in the MIAX Firm Test Bed #1 (FTB1) environment.
  • The activation of various functional features related to the above specifications are subject to SEC approval. All such activations will be preceded with a MIAX Regulatory Alert providing notice as to the actual production activation dates.

MIAX Options Trading Interface Specifications are located at interface-specifications.  

Please contact MIAX Trading Operations at TradingOperations@miaxglobal.com or (609) 897-7302 to discuss any specific issues and to arrange interface testing.