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Nasdaq MRX Options Data

Nasdaq MRX (MRX) is a customer priority, pro-rata allocation exchange that offers customer priority with PMMs and CMMs and preferenced orders.

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Access the Nasdaq MRX Order Book

Nasdaq MRX (MRX) offers both a simple customer priority, pro-rata allocation market, and a price-time complex market, complete with a full suite of auction and crossing orders. MRX follows a traditional model on the simple order book, while MRX complex will bring the same best-in-class complex functionality as ISE with an alternative pricing model. Our data products offer real-time quote and order depth, last sale information, and much more.
MRX Top of Market

Direct access to the MRX Options best bid and offer quotation and trade data.

  • By subscribing through Nasdaq directly, you can eliminate any extra transmission and processing latencies introduced by the Securities Information Processor.
  • Access an astute perspective on the options market by providing firms with Best Bid and Offer Quotations.
  • Last trade information along with opening price, high and low prices for the day, and cumulative volume

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MRX Depth of Market

A deeper look into order book pricing. Each feed displays bids and offers at the top five order book price levels along with last sale prices.

  • A more complete and sophisticated view of the options market by including the top five price levels of the order book.
  • Last trade information along with opening price, cumulative volume, high and low prices for the day.
  • Access to invaluable imbalance information about opening and reopening orders.
  • Helpful administrative and market event messages.

Learn More on Nasdaq Data Link
MRX Order Feed

Order by order data that rests on the Nasdaq MRX order book and auction messages.

  • Notifies participants of imbalances on opening and reopening (resumption from halt) periodically before the events.
  • Advises participants that a new Order is resting on the book.
  • Announces that a new auction order is in the market. For public (exposed) auctions, auction responses are also disclosed.
  • Administrative and market event messages.

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MRX Spread Feed

Direct access to the Nasdaq MRX last sale data along with opening price, cumulative volume, high + low prices for the day.

  • Advises that a new complex order is resting on the complex order book. The MRX Spread also provides you with complex order auction notification messages including imbalances on opening auctions.
  • Displays the bids and offers at the top five prices of the complex order book along with opening price, high and low prices for the day, and cumulative volume.

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MRX Trade Feed

Direct access to the Nasdaq MRX last sale data along with opening price, cumulative volume, high + low prices for the day.

  • Valuable last trade information on option series traded on the exchange.
  • A well-rounded perspective on the options market by displaying additional information including opening price, cumulative volume, high and low prices for the day on each option traded on the exchange.
  • Helpful administrative and market event messages.

Learn More on Nasdaq Data Link
MRX Trade Outline

Aggregate trade quantity and trade volume for each customer origin type of trade for every option series traded on the MRX in which an electronic trade occurred during the trading day. Activity is further broken down by opening buy, closing buy, opening sell, or closing sell.

  • Provides option trade quantity and volume data used to create and test trading models and analytical strategies.
  • Use various measures from the value-added data fields to gain a more holistic view of the options market.
  • Analyze and build customized sentiment indicators.

Interested in accessing Trade Outline for other Nasdaq Options Exchanges? Discover the full suite.

Learn More on Nasdaq Data Link

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