Trade Replay Request Message Fields

The Trade Replay Request message is used by a user’s process to request transmission of all Trade and Trade Break messages previously emitted by this unit prior to receiving the user’s Trade Replay Request message. Refer to Spin Servers for additional details regarding Spin messaging as well as buffering requirements.

Table 1. Trade Replay Request
Field Name Offset Length Type/(Value) Description
Length 0 1 Binary Length of this message including this field
Message Type 1 1 0x87 Trade Replay Request message
Sequence 2 4 Binary Must be 0. All Trade and Trade Break messages available at the time of the request are sent.
Total Length = 6 bytes
Cboe Titanium Cboe One Options Feed Specification - Trade Replay Request Message Fields | Cboe