Introduction

Cboe Futures Exchange (CFE) Trading Privilege Holders (TPHs) use a subset of the FIX 4.2 protocol for order entry and drop copies. Order entry for both futures instruments and options instruments will be available on the same FIX session. Features only applicable to Options on Futures will be notated with (Options Only).

It is assumed that the reader is familiar with the FIX 4.2 protocol as described at https://www.fixtrading.org. This document describes the differences between the CFE implementation and the FIX 4.2 standard.

Please refer to https://www.cboe.com/us/futures for updates and further information on CFE policies and procedures.