MEMOIR Depth of Book
Full overnight order-book depth from Blue Ocean ATS. Displays every quote and order at every price level across all U.S. exchange-listed NMS equities.
Coverage: All Nasdaq-, NYSE-, NYSE American-, and regional-listed securities eligible for Blue Ocean trading.
Session hours: 8:00 PM - 4:00 AM ET (Sunday - Friday)
Market data transmission: Begins near 4:15 PM ET (test data), transitions to live session feed near 4:30 PM ET for BOATS production and 5:00 PM ET for BDE.
Shutdown: Data runs through 7:00 AM ET, with final disconnect around 8:30 AM ET (T+1).
Protocol |
Simple Binary Encoding (SBE) |
Transport |
MEMX-UDP (multicast real-time) | MEMX-TCP (gap-fill replay) |
Replay |
Gap Fill | Snapshot |
Messages |
Instrument Directory | Order Data | Non-Displayed Trades | Trading Session Status | Clear Book | Snapshot Complete |
Encoding |
Big-endian byte order; fixed-width messages; constant price exponent (–6) |