MIAX Pearl Depth of Market
Dataset ID: EPRL.DOM
MIAX disseminates full depth-of-book information for MIAX Pearl Equities through the Miax Pearl Equities Depth of Market Feed (DoM) over the MACH protocol, which Databento receives over UDP multicast in our NY4 data center.
PDF specifications are available through MIAX's website for Depth of Market and MACH.
The Databento team is currently working on this article.
Symbol convention
Raw symbols in this dataset use the Nasdaq convention (e.g. BRK.B, AAC+). See CMS vs. Nasdaq symbology for the per-dataset convention map.
Timestamps
MIAX DoM messages received by Databento have at most one timestamp, which has nanosecond precision. As with all of our datasets, we also collect a ts_recv timestamp when the packet was received by our capture server.
The extra field ts_in_delta does not convey any additional information for this dataset, and is equivalent to ts_recv - ts_event.
| Databento Field | MIAX DoM Field | Description |
|---|---|---|
ts_recv | N/A | The capture-server-received timestamp. |
ts_event | Timestamp | The matching-engine-received timestamp. |
More details about our timestamps are available in our timestamping guide.
Flags normalization
The F_PUBLISHER_SPECIFIC flag provides no additional meaning in this dataset and can be safely ignored.