As previously announced here, MEMX Options is updating its Instrument Directory file and making changes to the symbology required in the Firm and Risk Management User Portal tools. The changes are currently available in the MEMX Options Development Environment (MODE) and production release date is Monday, March 11, 2024.
Updates are listed below:
Instrument Directory Update:
- Current Header
- Row 1: “underlier”,”optionRoot”,”maturityDate”,”strikePutCall”,”strikePrice”,”osiSymbol”,”optionsSecurityId”,”optionsProductType”,”closingOnly”,”closingTime”,”isTestSymbol”,”memoirStripe”
- New Header – (1)Row 1 will have the as of timestamp of the file creation, (2) Row 2 will contain the column headers, (3) “underlier” will now be populated with the OCC Underlier, and (4) three new fields added to the end of each row, cmsSymbol, cmsSuffix, eqUnderlier
- Row 1: Data as of MM/DD/YYYY HH:MM:SS AM/PM
- Row 2: “underlier”,”optionRoot”,”maturityDate”,”strikePutCall”,”strikePrice”,”osiSymbol”,”optionsSecurityId”,”optionsProductType”,”closingOnly”,”closingTime”,”isTestSymbol”,”memoirStripe”,“cmsSymbol”,”cmsSuffix”,”eqUnderlier”
**NOTE: The Instrument Directory File generation is best efforts and can be updated periodically after initial generation to capture intraday updates. Members can confirm they have the latest file by comparing the timestamps in Row 1**
User Portal Update:
- Firm Tool -Market Maker underlier registrations will now require OCC underlier symbology.
- Risk Management Tool – Adding/Updating risk settings will now require OCC underlier symbology.
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