MEMOIR Last Sale
Trade-by-trade data from Blue Ocean’s overnight session, including executions, corrections, and cancellations.
Coverage: All U.S. exchange-listed NMS equities transacted on Blue Ocean ATS.
Session hours: 8:00 PM - 4:00 AM ET
Transmission: Feeds typically begin around 4:15 - 4:30 PM ET and remain active until 7:00 AM ET with system shutdown near 8:30 AM ET (T+1).
Technical Overview
Protocol |
SBE |
Transport |
MEMX-UDP (multicast real-time) | MEMX-TCP (gap-fill only) |
Replay |
Gap Fill only - no snapshot service |
Messages |
Trade Data | Trading Session Info | Instrument Directory | Security Trading Status | Snapshot Complete |