Technical Alert
MIAX Options
March 02, 2015 | 09:09 AM
MIAX Options - MIAX ORder Feed (MOR)
The MIAX Options Exchange has posted the interface specifications for the MIAX ORder Feed (MOR). MOR is a high speed real-time multicast feed that publishes all orders, actionable by subscribers, in addition to Series Update, System State and Underlying Trading Status messages.
Deployment dates for MOR and its associated retransmission facility will be announced via trading alerts, pending SEC approval.
The MOR feed supports the following message types:
- Option Order Messages – Option orders actionable by subscribers (Please refer to rules and the MOR interface specification for the types of orders published)
- 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 MOR feed will be published via redundant multicast feeds, A feed from NY4 and B feed from NY2. The MIAX oRder Retransmission (MRR) service will be provided for gap fills or data downloads.
The MOR feed will be available in the Firm Test Beds (FTB1 & FTB2) on March 30, 2015.
The interface specification for MOR is located at interface-specifications.
Firms interested in the MOR feed should contact MIAX Trading Operations at TradingOperations@miaxglobal.com or (609) 897-7302 to discuss connectivity, IP Addresses or to arrange testing.