New Order Message Fields

A New Order message consists of a number of required fields followed by a number of optional fields. The optional fields used are specified by setting bits in the NewOrderBitfields. Fields must be appended at the end of the message, starting with the lowest order enabled bit in the first bit field first.

Permitted input optional fields are described in New Order.

Required Order Attributes:

The following are required to be sent on new orders:

• Some form of symbology (see Symbology below);
• Price (limit orders) or Price and/or OrdType (limit order market orders); and,
• Capacity

All other values have defaults. See the table in Purge Rejected for additional information about each optional field, including its default value.

Symbology:

For additional information, refer to Cboe Titanium U.S. Symbology Reference.