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Trader Alert 23-36: MEMX Options Weekend Test #3

Following a successful second test, MEMX Options will host the third of four planned pre-launch production tests on Saturday, September 9, 2023. The following details how clients can participate, registration is not required. 
 

Instrument Directory: 

The instrument directory for this weekends test.

Order Entry:  

Members will be able to use their Production order entry sessions to test.

Market Data:  

Market data will be reported down production lines, which are the same as the pre-production sessions. All 8 Memoir Stripes will be used for the test.  

Drop Copy:  

Drop copies will be available to Trading firms and Clearing firms. Firms will need to have EFIDs approved for clearing firms to receive drop copies.  

Risk Management:  

Risk management will be available for testing. Firms wanting to test this functionality must configure the settings during the week before the test via the User Portal.  

Allocation Messages:

Allocation messages will be available for testing via MEMO version 1.5. Please e-mail mops@memx.com if you would like to upgrade your MEMO version.

Suggested Test Cases:  

It is recommended that members interact with the exchange as they do on a normal trading day. This may entail sending single orders, bulk quotes, cancelling and replacing orders, sending mass cancellations, utilizing risk management, submitting allocations, receiving drop copies, and receiving Memoir market data, as applicable. 

Test Schedule:  

Time (Eastern) Status 
6:30A Connection Available 
9:30A Orders Accepted 
12:00P * Market Closed for non-ETP based series 
12:15P * Market Closed for ETP based series 

*MEMX may trigger these events earlier which will be dependent on the level of activity. 

Future Tests:  

  • Saturday, September 16, 2023 

Third Parties: 

External Test Request with OCC 

Firms wanting real time or batch DDS test messages out of the industry testing should contact OCC. OCC External testing requests are initiated by submitting an online form.  

The form is available on the OCC Website (www.theocc.com) from the ‘Clearing & Services / Certification Testing Services’ menus or directly from the following link: http://www.theocc.com/clearing/certification-testing/default.jsp 

OCC will process trades trades on Monday, September 11, 2023, with a BizDat of September 11, 2023.  

FINRA CAT  

FINRA CAT will perform inter-venue linkage and provide feedback for this weekends test. Linkage processing will be triggered by the MEMX Options submission to the FINRA CAT Test System, which may be up to the Maximum Submission Dates outlined below. Industry members are encouraged to do the same. Order and Quote Routing Field Mapping between CAT and Exchanges can be found here (MEMX Options, section 11.2): https://www.catnmsplan.com/sites/default/files/2023-07/07.06.2023-Order-and-Quote-Routing-Field-Mapping-Between-CAT-and-Exchanges-and-Display-Facility-v2.7.pdf 

MEMX OP Saturday Test Dates (CAT IM Trade Date for submission) FINRA CAT Assigned Trade Date Submissions Due Maximum Submission Date to Participate in Linkage 
9/9/2023 9/11/2023 9/12/2023 8am 9/15/2023 

OPRA 

MEMX data will be available over the OPRA production lines under Participant ID “U”. For the test on September 9, 2023, OPRA will run in their 96-line configuration. OPRA will be in their 48-line configuration on September 20, 2023.  

Our Market Operations and Member Experience teams are here for any of your questions.   

MEMX Market Operations 

mops@memx.com 

1-833-415-6677   

MEMX Member Experience 

memberx@memx.com 

1-833-415-6369