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Examples and tutorials

Schemas and data formats

Standards and conventions

Venues and datasets

Blue Ocean ATS MEMOIR Depth

Cboe EDGA Depth

Cboe EDGX Depth

CME Globex MDP 3.0

Databento US Equities Mini

Databento US Equities Summary

European Energy Exchange

ICE Europe Commodities

ICE Europe Financials

MEMX MEMOIR Depth

MIAX Pearl Depth of Market

Nasdaq Basic with NLS Plus

Nasdaq TotalView-ITCH

Nasdaq Texas TotalView-ITCH

Nasdaq PSX TotalView-ITCH

NYSE Integrated

NYSE American Integrated

NYSE Arca Integrated

NYSE National Trades and BBO

NYSE Texas Integrated

Adjustment factors

Corporate actions

Security master

MEMX MEMOIR Depth

Dataset ID: MEMX.MEMOIR

MEMX disseminates full depth-of-book data for their exchange through their MEMOIR Depth Feed, which Databento receives over UDP multicast in our NY4 data center.

The MEMX Depth Feed Client Specifications are available from MEMX's website.

Info
The Databento team is currently working on this article.

Symbol convention

Raw symbols in this dataset use the CMS convention (e.g. BRK B, AAC WS). See CMS vs. Nasdaq symbology for the per-dataset convention map.

Timestamps

MEMX messages received by Databento include one timestamp with nanosecond precision. As with all of our datasets, we also collect a ts_recv timestamp when the packet was received by our capture server. MEMX does not include an exchange send timestamp, thus ts_in_delta field is set to 0 for all messages.

Databento Field	MEMX Field	Description
`ts_recv`	N/A	The capture-server-received timestamp.
`ts_event`	Timestamp	The matching-engine-received timestamp.
`ts_in_delta`	N/A	Set to 0.

More details about our timestamps are available in our timestamping guide.