Technical Alert

MIAX Options

February 14, 2022 | 01:38 PM

MIAX and MIAX Emerald Options Exchanges - Introducing the Complex Liquidity Taker Report

MIAX is pleased to announce the introduction of new Complex Liquidity Taker Reports for the MIAX Options and MIAX Emerald Options exchanges beginning March 1, 2022.  

The MIAX Options / MIAX Emerald Complex Liquidity Taker Report provides liquidity response time details for executions of complex orders that rest on the book and execute within 200 microseconds of receipt and where the firm receiving the report attempted to execute against the resting order. The report includes liquidity response timestamps of both the first executing response and all later responses submitted by the firm receiving the report that arrived within 200 microseconds of receipt of the resting order. Response timestamps are captured as liquidity arrives at the outer edge of each respective exchange’s network.
 
The Complex Liquidity Taker Reports will be generated and available for download from the MIAX Secure FTP Server after 1:00AM EST each trading day.


Members can request access to the reports and specifications by contacting Trading Operations at TradingOperations@miaxglobal.com or (609) 897-7302.

For additional information, please contact MIAX Sales at Sales@miaxglobal.com or (609) 897-8177.