U.S. Options

The MIAX Options Exchange recently launched a multicast feed known as the Administrative Information Subscriber (AIS) feed on January 6, 2015.  This new data feed will soon become the only source for all Liquidity Seeking Event Messages (LSEs).  MIAX will remove existing LSE messages from the Top of Market (ToM) feed and MIAX Express Interface (MEI) on March 31, 2015. 

Important dates:

• The AIS feed was made generally available to all subscribers on January 6, 2015
• The Administrative Information Subscriber (AIS) feed is available in the Firm Test Beds (FTB1 & FTB2)
• The Liquidity Seeking Events (LSE) will be deprecated from the MIAX Top of Market (ToM) Feed and the MIAX Express Interface (MEI) on March 31, 2015, leaving the AIS feed as the sole source for these events

The AIS feed supports the following message types:

• Liquidity Seeking Event Notifications - 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 Notifications - Trading status of all the Options of an Underlying

The AIS feed is sourced via redundant multicast feeds (A feed from NY4, B feed from NY2).  The AIS Subscriber Retransmission Service is available for gap fills or data downloads.

The interface specification for AIS is located at interface-specifications. 

Firms interested in the AIS feed should contact MIAX Trading Operations at TradingOperations@miaxglobal.com or (609) 897-7302 to discuss connectivity, IP Addresses or to arrange testing.