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Customers should use the Instrument Directory file at their own discretion. The Instrument Directory file is subject to change at any time prior to the trading session or during the trading session for corrections or intraday updates. MEMX makes no guarantee of accuracy that the Instrument Directory file represents the current and exact list of actively traded instruments on MEMX Options.
What is the mapping in the file?
The optionsSecurityId field is a unique 8-character base 62 value used in the MEMOIR feeds when market data updates are reported for the product and is how to identify an instrument on the MEMO SBE protocol. The underlier, optionRoot, maturityDate, strikePutCall, strikePrice and osiSymbol fields are strings that can be used to identify the option contract. The optionsProduct field differentiates between an Index or Equity product (currently only equity options are available for trading on MEMX). The closingOnly field is used to determine if the exchange will accept opening orders in a series. The closingTime field provides the time of day a series will cease trading. The isTestSymbol field identifies if a series is cleared at the OCC. The memoirStripe field identifies the MEMOIR multicast channel corresponding to that stripe over which market data will be sent for the instrument.
Will the mapping of an existing securityId to symbol ever change?
A given symbol to securityId mapping will not change. Additional symbols will map to new securityIds.
When is the file posted each day?
The file is typically posted at ~6AM Eastern Time.
If there is an intraday update, will that be reflected in the file?
The file can be updated after initial posting if there are intraday changes.
How do I know when the file was last updated?
The end user is responsible for discovering daily and intraday deltas.