Sign In
View Entire Document

TASRestatementUSFuturesV1

Field NameOffsetLengthData TypeDescription
StartOfMessage02Binary B0 E3 (58288)
MessageLength22Binary 72 00 (114)
MessageType42Binary E9 05 (1513)
MatchingUnit61BinaryMatching Unit which created this message.
Reserved71BinaryUnspecified
SequenceNumber84BinaryThe sequence number for this message. Distinct per Matching Unit
TransactionTime128DateTimeThe time the event occurred in the CFE Matching Engine (not the time the message was sent).
ClOrdId2020TextThe order being restated
ClearingFirm404Alpha
  • EFID that will clear the trade. Port attribute value of 'Default EFID' is used if not provided.
  • Sent to OCC in Exec Broker field.
ExecId448Binary
  • Sent to the OCC in the Trade Id field.
  • Execution Id. Unique across all matching units on a given day. Note: ExecIds will be represented on ODROP and FIXDROP ports as base 36 ASCII.
Side521Text
  • 1 = Buy
  • 2 = Sell
Price538BinaryPriceLimit price of the order.
Symbol618AlphanumericCFE native identifier of the instrument
MaturityDate694DateMaturity date of the instrument
LastShares734BinaryExecuted contracts quantity.
LastPx778BinaryPricePrice of this fill. Note the use of Price type to represent positive and negative prices, which can occur with spread instruments.
FeeCode852AlphanumericIndicates fee associated with an execution. Fee codes are published in the pricing schedule. New fee codes may be sent with little or no notice. TPHs are encouraged to code their systems to accept unknown fee codes.
TradeDate874Date
  • Business date of the execution.
  • Note that on CFE, business date is not always the same as the calendar date. For example, the VX/VT products open for trading on the calendar day prior to the associated business date. Executions that occur after the open and before midnight will have a TradeDate value that is not the same as the calendar date of the execution.
ClearingPrice918BinaryPricePrice as sent to clearing after applying post-close conversions to the original LastPx value.
ClearingSymbol998AlphanumericSymbol as sent to clearing; after applying post-close conversions to the original Symbol.
MultilegReportingType1071Text
  • Present on Order Execution and TAS Restatement messages representing either Spread orders or Simple orders that are part Spread execution.
  • 1 = Simple instrument execution
  • 2 = Simple instrument execution that is part of a Spread execution
  • 3 = Spread instrument execution
SecondaryExecId1088Binary Indicates whether an execution is a spread or a simple instrument execution that is part of a spread trade.

If SecondaryExecId field is not present, the execution is a simple instrument execution only. If SecondaryExecId is present and is the same as the ExecId required field, the execution represents a spread execution for which associated simple instrument executions will follow.

Simple instrument executions associated with a spread execution will contain a SecondaryExecId value that matches the ExecId of the associated spread execution.

(New fields may be introduced at the end of this message. Consequently, TPHs must treat any additional bytes present as undefined values.)

PreviousNext
Cboe Titanium Cboe Futures Exchange BOEv3 Specification - TASRestatementUSFuturesV1 | Cboe