Equities Trade Data/Trade Detail File Format
The column headings for the Equities Trade Data and Trade Detail files are described below. Note that fields not applicable to a given Exchange or trade will be blank.
| Column Position | Column Header | Sample Value | Description |
|---|---|---|---|
| 1 | Order Entry Date (Effective 11/02/26) | 12/7/2026 | Business Date (Trade Date) |
| 2 | Trade Day | 12/6/2026 | Calendar day of the trade |
| 3 | Trade Time | 21:30.01.268994753 | Matching Engine time of the trade |
| 4 | Sending Firm | CTST | Four character firm ID of the port owner |
| 5 | SessionID | 0044 | Four character sub ID of the port |
| 6 | Clearing MPID | CTST | Market Participant ID provided by the customer |
| 7 | Clearing Account | CFB | Clearing account provided by the customer |
| 8 | Client Order ID | 123456789 | Client Order Id provided by the customer |
| 9 | Cboe Order ID | W5FYFLTRXGDC | Order Id assigned by Cboe |
| 10 | Execution ID | 0W9W00002 | Execution ID assigned by Cboe |
| 11 | Symbol | VXX | Cboe-formatted ticker symbol |
| 12 | Side | B | Side of the trade |
| 13 | Price | 25.19 | Execution Price |
| 14 | Size | 100 | Number of Shares traded |
| 15 | Capacity | N | Capacity of the order |
| 16 | Liquidity | Added | The liquidity of the execution. A full list of values can be found in the Equities FIX Specification by referencing FIX Tag 9730. |
| 17 | Clearing Method | QSR | The clearing method of the execution. |
| 18 | Access Fee | -0.37 | Rate x Size |
| 19 | Cboe Subscriber ID | CBOE | Firm ID of the Member Firm |
| 20 | Contra | EDGX | Four character firm ID of the executing exchange. |
| 21 | ExecInst | DRT | The execution instruction. A full list of values can be found in the Equities FIX Specification by referencing FIX Tag 18. |
| 22 | Routing Instruction | Book Only | Routing instruction of the order |
| 23 | Route Strategy | Parallel D | Route Strategy of the order |
| 24 | Subliquidity | NBBOSetter | The subliquidity of the execution. |
| 25 | Fee Code | ZO | Fee code for the execution |
| Column Position | Column Header | Sample Value | Description |
|---|---|---|---|
| 1 | Order Entry Date (Effective 11/02/26) | 12/7/2026 | Business Date (Trade Date) |
| 2 | Firm_MPID | CTST | Four character firm ID of the port owner |
| 3 | Clearing_MPID | CTST | Market Participant ID provided by the customer |
| 4 | Date | 12/7/2026 | Calendar day of the trade |
| 5 | Time | 04:00:00 | Matching Engine time of the trade |
| 6 | Symbol | VXX | Cboe-formatted ticker symbol |
| 7 | Side | B | Side of the trade |
| 8 | Size | 1 | Number of Shares traded |
| 9 | Price | 150.28 | Execution price |
| 10 | BATS_Order_Id | T8YHNCRL0PZA | Order Id assigned by Cboe |
| 11 | BATS_Exec_Id | 0T00005Z1 | Execution ID assigned by Cboe |
| 12 | Client_Order_Id | 123456789 | Client Order Id provided by the customer |
| 13 | Access_Fee | -0.0037 | Rate x Size |
| 14 | Clearing_Account | CFB | Clearing account provided by the customer |
| 15 | Fee_Type | Add | Liquidity of the execution |
| 16 | Set_NBBO | N | Whether order set a new NBBO price level |
| 17 | Tape | C | SIP processor the symbol is utilizing |
| 18 | NBBO Joiner | N | Whether order joined the NBBO |
| 19 | Fee Code | ZO | Fee code for the execution |