Trade Break Message Fields

The 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. Trade Break

Field	Offset	Length	Value/Type	Description
Length	0	1	Binary	Length of this message including this field.
Message Type	1	1	0xAA	Trade Break message
Transaction Time	2	8	Binary	The time the trade break occurred on the specified Market Center. Encoded as the number of nanoseconds since midnight.
Symbol	10	8	Alphanumeric	Symbol right padded with spaces.
Market Center	18	1	Alphanumeric	Market Center on which the last trade was executed: B = C1 W = C2 X = EDGX Z = BZX
Market Center Execution ID	19	8	Binary	Market center specific execution identifier of trade to be broken.
Cboe Cumulative Executed Volume	27	8	Binary	Cumulative number of shares traded today across all applicable Cboe books.
Reserved	35	9		Reserved
Total Length = 44 bytes