Trading Alert

MIAX Pearl

June 02, 2021 | 01:48 PM

MIAX Options & MIAX Pearl Options Exchanges - Introducing Availability of a Liquidity Taker Event Report

The MIAX Options and MIAX Pearl Options Exchanges are pleased to announce the introduction of a new Liquidity Taker Event Report beginning Monday, June 7, 2021.  The Liquidity Taker Event Report has been available on the MIAX Emerald Options Exchange since May 17, 2021.

The daily Liquidity Taker Event Report, available via the MIAX SFTP site, will provide a report recipient with time related details of their own binary interface liquidity responses.  The report contains all pertinent information for single leg orders, including when they first rest on the exchange book as well as the time of the first execution response and the time of any attempted contra side liquidity responses by the report recipient. All times are measured at the member facing side of the exchange extranet.  This report can assist the recipients in gaining insight into their own interactions with the Exchange as it relates to the receipt of an order and initial execution of an order resting on the exchange book.

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.