MEMOIR Top of Book
Real-time best bid and offer across all Blue Ocean-traded NMS securities. Provides clear insight into overnight liquidity and market depth.
Coverage: All U.S. exchange-listed NMS equities traded on Blue Ocean ATS.
Session hours: 8:00 PM - 4:00 AM ET (Sunday - Friday)
Transmission: Begins near 4:15 PM ET with test data, live feed active by 4:30 PM ET, runs through 7:00 AM ET, and final shutdown around 8:30 AM ET (T+1).
Technical Overview
Protocol |
SBE |
Transport |
MEMX-UDP (multicast real-time) | MEMX-TCP (snapshot recovery) |
Replay |
Gap Fill | Snapshot |
Messages |
Trading Session Status | Top of Book | Instrument Directory | Reg SHO Restriction | Security Trading Status | Clear Book | Snapshot Complete |
Encoding |
Fixed-width binary messages encoded Big Endian with versioned schemas. |