Options Trade Data File Format

The column headings for the Options Trade Data are described below. The same file format is used for Options Trade Detail. Note that fields not applicable to a given Exchange or trade will be blank.

Table 1. Options Trade Data File Format
Column Position	Column Header	Sample Value	Description
1	Order Entry Date	5/23/2018	Business Date (Trade Date)
2	Trade Day	5/23/2018	Calendar day of the trade
3	Trade Time	09:30:01.190456	Matching Engine time of the trade
4	Cboe Member ID	CTWO	Four character firm ID of the executing customer
5	Sending Firm	CTWO	Four character firm ID of the port owner
6	SessionId	0044	Four character sub ID of the port
7	Executing Firm Id	ABCD	EFID used by the executing customer
8	Clearing Account	CFB	Clearing account provided by the customer (e.g. market maker ID)
9	OCC Clearing ID	100	OCC clearing number associated with the EFID
10	CMTA Clearing Firm	002	Customer supplied CMTA value
11	Client Order Id	123456789	Client Order Id provided by the customer
12	Cboe Order Id	W5FYFLTRXGDC	Order Id assigned by Cboe
13	Execution Id	0W9W00002	Execution ID assigned by Cboe
14	Complex Execution Id	0W9W00003	Complex Execution ID assigned by Cboe.
15	Complex Instrument Id	z01234	Cboe-generated complex strategy instrument ID
16	Symbol	01KydL	Cboe-generated instrument ID
17	OSI Root	SPY	OSI root symbol
18	Exercise Date	2018-06-15	Series exercise date
19	Put or Call	P	"P" or "C"
20	Strike Price	294.0000	Series strike price
21	Side	B	"B" or "S"
22	Price	25.1900	Execution price
23	Size	100	Number of contracts traded
24	Capacity	N	The capacity of the order. A full list of capacity values can be found in the Cboe Titanium U.S. Options FIX Specification by referencing FIX Tag 47.
25	Liquidity	A	The liquidity of the execution. A full list of liquidity values can be found in the Cboe Titanium U.S. Options FIX Specification by referencing FIX Tag 9730.
26	Base Rate	0.47	The base rate charged or rebated for the transaction
27	Access Fee	47.0000	Base Rate x Size
28	Routing Instruction	Book Only	Routing instruction of the order
29	Route Strategy	SWPA	Route Strategy of the order
30	Contra	CTWO	Four character firm ID of the contra executing customer or the away exchange for a routed order
31	Contra Capacity	F	The capacity of the contra. A full list of capacity values can be found in the Cboe Titanium U.S. Options FIX Specification by referencing FIX Tag 47.
32	Subliquidity	S	The subliquidity of the execution. A full list of subliquidity values can be found in the Cboe Titanium U.S. Options FIX Specification by referencing FIX Tag 9730.
33	Fee Code	PF	Fee code for the execution
34	Contra Fee Code	PP	Contra fee code
35	PFOF Fee Code	X	PFOF fee code
36	Directed Market Maker	EFGH	The four character firm ID of the Directed Market Maker
37	PFOF Access Fee	0.0000	The marketing fee for this execution
38	Auction Order Type	SUM	Auction Order Type
39	Auction Role	SUM Order	Auction Role
40	Contra Auction Role	SUM Unrelated Order	Contra Auction Role
41	Routing Broker	ABCD	The EFID of the routing firm as specified by the RoutingFirmID field on the order
42	Invoiced To	ABCD	EFID that is billed for the transaction fees
43	Breakup Credit Code	pp	Breakup credit code
44	Breakup Credit Dollars	-.50	Breakup rebate earned on the trade
45	QCC Rebate Code	C	QCC rebate code. Populated for QCC agency side. Will be "C" if both sides are customer, otherwise "N". QCC contra side executions will be blank.
46	Orig Exec Id	0W9W00001	The original execution ID of the trade. Populated when a post-trade clearing edit results in a new execution ID.
47	Contra Trader	WXYZ	Contra side EFID on all internally matched executions
48	Contra Broker	101	Contra side OCC clearing number on all internally matched executions
49	Floor Trader	ABC	The three character acronym identifying the floor trader. Only populated on Cboe Options (C1).
50	Contra Floor Trader	XYZ	The three character acronym identifying the contra side floor trader. Only populated on Cboe Options (C1).
51	Type	option	The security type. Either "equity" or "option".
52	Underlying	SPY	The underlying symbol.
53	Frequent Trader ID	ABC123 (ASCII 33-126)	Identifies the frequent trader program in which the order is participating. Only populated on Cboe Options (C1).
54	Strategy ID	M	Indicates if an order is a component of a strategy type. <blank> = unspecified C = Conversion R = Reversal M = Merger S = Short Stock Interest J = Jelly Roll F = Compression Forum Only populated on Cboe Options (C1).
55	Compression Trade	Y	Indicates if a trade originated from a Compression Forum. Y = Yes N = No Only populated on Cboe Options (C1).
56	Names Later ID	WXYZ	An identifier assigned to a floor trade by the Cboe system. Only populated on Cboe Options (C1).
57	Clearing Optional Data	XYZ1234 (ASCII 33-126)	The 16 character value passed through to the OCC in the Optional Data field and reflected back on execution reports and FIX drop ports.
58	Original Client Order ID	ABC123 (ASCII 33-126)	ID chosen by client. 20 characters or less. Displays the original client order ID for floor orders edited in the clearing editor. Only populated if FIX Drop Port Attribute Send Clearing Edits is enabled. Only populated on Cboe Options (C1).
59	Account	ABC123	This value is populated by the Member when an order is entered and passed through to the OCC. Populated by Member via FIX (FIX Tag 1) or BOE Account field.
60	Total Surcharges	$10000.00	The sum of all fees identified as surcharges.
61	ORS/CORS	Y	This value, populated by the Member during order entry, indicates if the order is marked with the ORS or CORS flag. Y = Yes N = No Only populated on Cboe Options (C1).
62	Terminal Operator	ABC123 (ASCII 32-126)	The ID associated with the operator logged into the terminal when an order is entered.20 characters or less. Only populated on Cboe Options (C1).
63	Client Information	ABC123 (ASCII 32-126)	Client information populated by the Member during order entry via a terminal. 16 characters or less. Only populated on Cboe Options (C1).
64	Reference Price	$100.00	Reference price for underlying security or index of a FLEX DAC order. If a reference price is not specified, the system applies the current value of the underlying at the time of order entry. 9 characters or less. Only populated on Cboe Options (C1).
65	Delta	0.4	Designated delta of a FLEX DAC order. Valid values for call options are 0.0001 to 1.0000. Valid values for put options are -1.0000 to -0.0001. 7 characters or less. Only populated on Cboe Options (C1).
66	Price Type	D	The price terms of the trade. P = Percentage U = PerUnit (default) F = Fixed (cash-spread floor only) D = DAC C = Cabinet S = SubCabinet
67	Closing Price	$101.00	Closing price for the underlying security or index of a FLEX DAC order. 9 characters or less. Only populated on Cboe Options (C1).

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Options Trade Data File Format