Technical Alert
MIAX Options
November 07, 2014 | 11:33 AM
MIAX Options - MIAX Administrative Information Subscriber (AIS) - Interface Specification
The MIAX Options Exchange plans to launch a multicast feed known as the Administrative Information Subscriber (AIS) feed. The AIS will be available in production on January 2, 2015. This new data feed will become the only source for all Liquidity Seeking Event Messages (LSEs) on the MIAX exchange. MIAX plans to remove existing LSE messages from the Top of Market (ToM) feed and MIAX Express Interface (MEI) on March 31, 2015.
The AIS feed will support the following message types:
• Liquidity Seeking Event Notification Messages - Liquidity seeking events such as imbalances, auctions and timers
• Series Update Messages - Option series traded on MIAX
• System State Messages - MIAX Options system state
• Underlying Trading Status Messages - Trading status of all the Options of an Underlying
The AIS feed will be sourced via redundant multicast feeds (A feed from NY4, B feed from NY2). The AIS Retransmission Interface will be available for gap fills or data downloads.
The interface specification for AIS is located at interface-specifications.
Important dates:
• The Administrative Information Subscriber (AIS) feed is currently available on both Firm Test Beds (FTB1 & FTB2)
• The AIS feed will be available upon request in production – January 2, 2015
• The Liquidity Seeking Events (LSE) will be deprecated from the Top of Market Feed (ToM) and the MIAX Express Interface (MEI) on March 31, 2015
Firms interested in the AIS feed should contact MIAX Trading Operations at TradingOperations@miaxglobal.com or (609) 897-7302 to discuss connectivity or to arrange testing. MIAX Trading Operations can also provide information regarding the multicast groups and the retransmission TCP/IP interface ports.
MIAX Options Trading Interface Specifications are located at interface-specifications.