Trading Alert
MIAX Options
December 20, 2016 | 10:08 AM
MIAX Options Interface Specification Updates to Support Modifications to Complex Order Functionality (cToM, MOR & FOI)
MIAX Options has published updated Interface Specifications to support modifications to Complex Order Functionality for the following:
-
Complex Top of Market Feed (cToM) (Required change)
- Using existing reserved space, added Priority Customer Size at the Best Price to the following six quote message types: b, o, e, f, m and w.
-
MIAX Order Feed (MOR) (Required change)
- Added the value “4 = Market Maker” to the existing Origin Field of the Complex Order Message
-
FIX Order Interface (FOI) (Required change)
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For the New Order – Multileg (MsgType = AB) Message, removed the “future phase” notation for the following Tags related to the submission of Market Maker Orders:
- Tag 204 - CustomerOrFirm
- Tag 440 - ClearingAccount
- Tag 109 - ClientID
-
For the New Order – Multileg (MsgType = AB) Message, removed the “future phase” notation for the following Tags related to the submission of Market Maker Orders:
Please review the interface specifications for further details. All specifications are currently available at MIAX Options Interface Specifications.
Important Dates:
- The above changes will be implemented on Monday, January 23, 2017 as per the alert published on December 15, 2016.
- The above interface updates will be available in the MIAX Firm Test Bed #2 (FTB2) environment on December 21, 2016.
Please contact MIAX Trading Operations at TradingOperations@miaxglobal.com or (609) 897-7302 to discuss any specific issues and to arrange interface testing.