Trade Message Fields

Trade messages are sent when an order is executed in whole or in part on a Cboe exchange.

Table 1. Trade
FieldOffsetLengthValue/TypeDescription
Length01BinaryLength of this message including this field.
Message Type110xA9 Trade message
Transaction Time28Binary
  • The time the trade occurred on the specified Market Center.
  • Encoded as the number of nanoseconds since midnight.
Symbol108AlphanumericSymbol right padded with spaces.
Market Center181Alphanumeric
  • Market Center on which the last trade was executed:
  • B = C1
  • W = C2
  • X = EDGX
  • Z = BZX
Market Center Execution ID198Binary
  • Market center specific execution identifier of this Execution.
  • Execution ID is also referenced in the Trade Break message.
Last Price278Binary 8.4 PriceLast trade price.
Last Quantity358BinaryLast trade quantity.
  • Cboe Cumulative
  • Executed Volume
438BinaryCumulative number of shares traded today across all applicable books.
Trade Condition511AlphanumericSee Options Trade Condition Codes for details.
Reserved528Reserved
Total Length = 60 bytes
Cboe Titanium Cboe One Options Feed Specification - Trade | Cboe