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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. Trade breaks are rare and only affect applications that rely upon Cboe execution based data.

Table 1. Fractional Trade Break
FieldOffsetLengthValue/TypeDescription
Length01BinaryLength of this message including this field.
Message Type110xE9 Fractional Trade Break message
Transaction Time28Binary
  • 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).
Symbol108AlphanumericSymbol right padded with spaces.
Market Center181Alphanumeric
  • Market Center on which the last trade was executed:
  • Y=BYX
  • Z=BZX
  • A=EDGA
  • X=EDGX
Market Center Execution ID198BinaryMarket center specific execution identifier of trade to be broken.
Cboe CumulativeExecuted Volume278BinaryCumulative number of shares traded today across all applicable Cboe books.
National Cumulative Volume358Binary 12.6 Cumulative number of shares traded today as reported to the CTA and UTP SIPs.
Flags431Bit 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 1-7:Reserved
Total Length = 44 bytes
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