MIAX Futures Onyx Platform Interface Specifications
The MIAX Futures Onyx trading platform is built to meet the high-performance order processing demands unique to the U.S. Futures trading industry. In addition to providing exceptional throughput, low latency access and wire-order determinism, our interface solutions facilitate well-defined and easy-to-implement, industry-accepted approaches to integration with the trading platform. Support is provided by a knowledgeable staff to assist firms with the onboarding process, certification or recertification in the firm test bed environment or to answer questions in the production environment.
FIX ORDER INTERFACE (FOI) GATEWAY and FIX DROP (FXD)
The MIAX Futures Onyx Platform high speed FIX Order Interface gateway conveniently routes orders to our trading engines through a common entry point to our trading platform.
The MIAX Futures Onyx Platform FIX Drop is a messaging interface that provides real-time order updates and trade information corresponding to a firm’s orders.
FIX Order Interface and Drop Interface v1.0
FUTURES EXPRESS INTERFACE (FEI)
The MIAX Futures Onyx Platform Futures Express Interface is a feature-rich binary order interface that provides exceptional determinism, throughput and ultra-low latency to our execution engines.
TOP OF MARKET (TOM) FEED
Get the Best Bid and Offer (BBO) and Trade Report market data from MIAX Futures Onyx Platform via our hyper-fast Top of Market Feed.
DEPTH OF MARKET (DOM) FEED
DOM is a high-speed, real-time feed that publishes all actionable orders, order updates, cancellations and executions, Symbol Update, System State and Security Trading Status messages.
TCP SESSION MANAGEMENT AND TRANSMISSION CHARACTERISTICS
The SesM – TCP specification defines the session management for TCP connections to MIAX Futures Onyx Platform.
MULTICAST TRANSMISSION CHARACTERISTICS
The MIAX MACH protocol defines the handling of multicast transmissions from MIAX Futures Onyx Platform.
| Exchange Codes | |
|---|---|
| Market Identifier Code (MIC) | XMGE |