On Tuesday, October 17, 2023, MEMX Options released new versions of its MEMO, MEMOIR, MEMOIR TOP, MEMOIR Depth, and FIX Drop specifications. Version 1.6 can be downloaded here using the “upcoming version” link, release dates for MODE and Production to follow. Updates are listed below:
MEMO FIX V1.6
- In ExecutionReport_Replaced and ExecutionReport_Canceled Messages: Added new custom tag 21023 OrigListSeqNo
- Added new reason code for CxlRejReasonCode (FIX tag 102) 208 – UnsupportedOrderPropertyChange
MEMO SBE V1.6
- In ExecutionReport_Replaced and ExecutionReport_Canceled Messages: Added new custom tag 21023 OrigListSeqNo
- Added new reason code for CxlRejReasonCode (FIX tag 102) 208 – UnsupportedOrderPropertyChange
- In Mass Cancel Clear Lockout Request, if LockoutID (FIX tag 21033) is Null, then all lockouts for that Firm will be cleared.
- Added new reason codes MassCancelClearLockoutRejCode (FIX tag 21037)
- 5-Unknown LockoutID
- 6-NoLockoutsActive
MEMOIR Common V1.6
- Added new field ‘Underlier’ to TradingSessionStatus message.
MEMOIR Depth V1.6 and MEMOIR Top V1.6
- No Changes
FIX DROP
- In ExecutionReport_Trade Message:
Changed tag 77 PositionEffect to Not Required. - In ExecutionReport_Replaced and ExecutionReport_Canceled Messages: Added new custom tag 67 ListSeqNo Added new custom tag 21023 OrigListSeqNo
Additional Resources:
- MEMX Options FAQ
- MEMOIR Depth and Top Multicast Addresses
Our Market Operations and Member Experience teams are here for any of your questions.
MEMX Market Operations
1-833-415-6677
MEMX Member Experience
1-833-415-6369