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Fractional Trade Break Message Fields

The Fractional Trade Break message is sent whenever an execution on a Cboe exchange is broken. Fractional trade breaks are rare and only affect applications that rely upon Cboe execution based data.

Table 1. Fractional Trade Break Message Fields
Field Name	JSON	Value/Type	Description
messageType	M	Alphanumeric	TB2
timestamp	Ts	Integer	The time the trade break occurred on the specified Market Center. Encoded as the number of nanoseconds since midnight (effective 11/02/26, since epoch).
symbol	Sy	Alphanumeric	Relevant symbol.
marketCenter	Mc	Alphanumeric	Market Center on which the last trade was executed: Y=BYX Z=BZX A=EDGA X=EDGX
executionId	E	Alphanumeric	Market center specific execution identifier of trade to be broken.
cumulativeVolume	Cv	Integer	Cumulative number of shares traded today across all Cboe books.
nationalVolume	Sv	Volume	Cumulative number of shares traded today as reported to the CTA and UTP SIPs.
flags	F	Bit Field	Bit 0:SIP Volume Status 0=SIP volume data is complete. 1=SIP volume data may not be complete due to an unrecoverable gap on the incoming feed. Bits 1-7:Reserved

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