Date Filed: March 31, 2022 Description: Proposed rule change to amend the Fee Schedule to exclude any days that the MSCI Equity Indexes and the S&P 400, S&P 500, and S&P 600 Indexes are rebalanced from the volume calculations used by the Exchange for purposes of determining a Member’s qualification for the Exchange’s transaction pricing […]
As previously announced on February 9, 2022, MEMX will implement fees for its market data feeds (MEMOIR Depth, MEMOIR Top, and MEMOIR Last Sale) effective April 1, 2022. In connection with such fees, MEMX is also implementing certain monthly reporting requirements for market data customers to report their usage, with the first month’s reporting (covering usage in […]
MEMX has updated the order type code computation method for At-the-Quote Limit Orders and Marketable Limit Orders as of May 2022, after this report was published.
On March 23, 2022, MEMX released new versions of its MEMO FIX, MEMO SBE, and Fix Drop specifications. Version 1.9 of MEMO and FIX Drop can be found here using the “Upcoming version” link. This specification update includes addition of a new LnkID and ExtendedRestatementReason fields as well as version validations for MEMO and Fix Drop. Note: […]