U.S. Options

The Message Rates Report provides details for IOC and ISO Simple Binary Orders and IOC Complex Binary Orders entered by the firm receiving the report.

There are two files associated with the Message Rates Report:

• Message Rates Detail – The Message Rates Detail Report includes the count of IOC and ISO Simple Binary Order and IOC Complex Binary Order messages per second within every 10 second interval of a trading day.
• Message Rates Summary – The Message Rates Summary Report includes the average per second message rates across these 10 second intervals summarized by percentile.

The Message Rates Report files are delivered daily via MIAX’s Secure FTP Server.

• MM’s

The Open-Close Report provides aggregate trading quantity and volume data activity by origin type, buy/sell indication, and open/close indication. The reports for each exchange are generated in three versions, two Intra-day versions and an End-of-Day (EOD) version and allow recipients to assess trading activity and interest on the exchange: 

• The Intraday versions of the report consists of a series of files made available throughout the trading day. There are two Intraday subscriptions available: a 1-minute interval and a 10-minute interval.
  • The 1-minute interval files are generated from 9:31 – 16:20 ET (except on early market close days), on a 1-minute time interval, resulting in 410 files for a full trading day. Subscription to the 1-minute Intraday Report includes the 10-minute Intraday and End-of-Day report. 
  • The 10-minute interval files are generated from 9:40 – 16:20 ET (except on early market close days), on a 10-minute time interval, resulting in 41 files for a full trading day. Subscription to the 10-minute Intraday Report includes the End-of-Day report. 
• The End-of-Day Report is available at around 6:00 AM ET on the calendar date following the trading date and contains additional data including first/high/low/close trade price, industry volume and open interest. 

Open/Close history is available dating back to exchange inception.

The Open/Close Report is delivered via MIAX's Secure FTP Server.

The Open/Close Report is a market data product, which requires a MIAX Exchange Data Agreement and Schedule B Data Feed Request. 

Educational institutions can request discounted pricing by submitting an Application for Academic Discount.

• All Members
• All Non-members

Monthly Subscription Fee or Historical Data Purchase separately applied to:

• Intraday 1-minute, Intraday 10-minute, and EOD Subscription
• Intraday 10-minute and EOD Subscription 
• EOD Only Subscription

The Purge Liquidity Taker Report provides recipients with liquidity taker time details for executions against the firm’s simple order book quotes, when the quoting firm sends a purge message either before or after the executions occurred. The report includes liquidity taker and purge timestamps related to all trades against a resting quote that occurred within 500 microseconds before receipt of the purge message, and all trades against a resting quote that occurred within 200 microseconds after the receipt of the purge message. Liquidity taker and purge message timestamps are at the outer edge of the exchange network.

The Purge Liquidity Taker Report is a daily report and is delivered via MIAX’s Secure FTP Server.

• MM’s

The Simple Resting Liquidity Taker Report provides liquidity response time details for executions of simple orders that rest on the book and execute after 200 microseconds of receipt, at minimum, 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 first attempt to execute against the resting order. Response timestamps are captured as liquidity events arrive at the outer edge of the exchange network. 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.

The Simple Resting Liquidity Taker Report is a daily report and is delivered via MIAX's Secure FTP Server.

• MM’s

The Traded Against Report provides details of a firm’s trading activity including key information about orders, the ABBO and MBBO at the time of trade and select contra side information. This information is intended to help firms monitor and evaluate their directed order and trading activity.

There are two versions of the traded against reports:

• Market Maker - Contains all trades for recipient firm's Market Maker orders
• Electronic Exchange Member – Contains all trades executed by the recipient firm’s EEM(s)

• EEM’s
• MM’s