MIAX Options will be migrating the following feeds to conform with the most recent interface specification versions supporting Complex Orders. This migration is scheduled for completion prior to activation of Complex Order functionality which is subject to SEC approval:
- Top of Market Feed (ToM) v2.0
- MIAX ORder Feed (MOR) v2.0
- Administrative Information Subscriber Feed (AIS) v2.0
Subscribers must confirm they are able to successfully consume the new messages and values without issue prior to the activation dates listed below.
Summary of Required Changes:
- Top of Market Feed (ToM) v2.0
- Updated Message – Last Sale (Trade) Message contains additional Trade Condition Values
- Updated Message – Trade Cancel Message contains additional Trade Condition Values
- Updated Message – System State Message contains the updated ToM Version Value
- MIAX ORder Feed (MOR) v2.0
- New Message – Complex Strategy Definition Update Message
- New Message – Complex Order Message
- Updated Message – System State Message contains the updated MOR Version Value
- Administrative Information Subscriber Feed (AIS) v2.0
- New Message – Complex Strategy Definition Update Message
- New Message – Complex Liquidity Seeking Event Notification Message
- Updated Message – System State Message contains the updated AIS Version Value
NOTE: Prior to the activation of the Complex Order functionality, the above versions of the feed output will be identical to the current versions with the minor exception of the System State Message version content as indicated above. Once the Complex Orders functionality (subject to SEC approval) is activated, the feeds will produce the additional changes summarized above. Firms are requested to comply with the targeted migration dates for the feed upgrades to ensure their readiness.
All specifications are currently available for review at MIAX Options Interface Specifications.
