Technical Alert
MIAX Emerald
February 13, 2023 | 11:01 AM
MIAX Exchange Group - Options Markets - Introducing Availability of a Liquidity Taker Event Report for Resting Simple Orders
The MIAX Options, MIAX Pearl Options and MIAX Emerald Options exchanges are pleased to announce a new Liquidity Taker Event Report for resting simple orders will be available on March 1, 2023.
The daily Liquidity Taker Event Report for Resting Simple Orders, available via the MIAX SFTP site, will provide a report recipient with liquidity response time details for executions of single leg orders that occurred after 200 microseconds from the time the resting order was received by the exchange and within 200 microseconds of receipt of any member’s first attempt to execute against the resting order after the initial 200 microsecond time period. 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 first attempt to execute against the resting order. Response timestamps are captured as liquidity arrives at the outer edge of each exchange’s network.
- Further details regarding Reports can be found at MIAX Options Reports, MIAX Pearl Options Reports and Emerald Options Reports
- The Reports may be purchased on a monthly or annual (12-month) basis per respective exchange. The fee will be $2,000 per month for a monthly subscription and $12,000 per year for a 12-month subscription for each exchange.
- The updated Fee Schedules will be posted at MIAX Options Fees, MIAX Pearl Options Fees and MIAX Emerald Options Fees.
Members can request 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.