Fractional Trade Message Fields

Fractional Trade messages are sent when an order is executed in whole or in part on a Cboe exchange. The last-sale eligible status (Flags field Bit 1) is derived based on four criteria:

1. The Session Indicator (see Cboe Market Status Message Fields) must be in the regular session.
2. The Last Quantity must be at least one round lot.
3. The Market Status (see Cboe Market Status Message Fields) for the executing exchange must be Normal.
4. The Transaction Time of the event must be within 10 seconds of the current time.

   Table 1. Fractional Trade Message Fields

   Field Name	JSON	Value/Type	Description
   messageType	m	Alphanumeric	T2
   timestamp	ts	Integer	The time the trade 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 this Execution. Execution ID is also referenced in the Trade Break message.
   lastPrice	lp	Price	Last trade price.
   lastSize	ls	Integer	Last trade quantity.
   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. Bit 1:Last Sale Eligible 0=Trade is not last-sale eligible 1=Trade is last-sale eligible Bit 2-7: Reserved