U.S. Equities BOE Port Attributes

• MPID(s) allowed for trading on the port.
• If Sponsored Port attribute is enabled, only one Clearing MPID is allowed for trading on that port.

• Cancels open orders upon order handler session disconnect; both graceful and ungraceful. If Cancel On Disconnect is set, open orders in Symbols that are not in Closed state at the time of the disconnect are cancelled.
• 1=Cancel continuous book orders only (default)
• 2=Cancel all open orders (continuous + auction*)
• 3=Do not cancel any open orders
• *If disconnect occurs during the cut-off period for an auction, On-Open, On-Close and Late orders that are to participate in the auction will not be cancelled.

• Only applicable if Reject Orders on DROP Port Disconnect has been enabled. When the last Standard FIX DROP port associated with an order handler session has disconnected, open orders, associated with the session are cancelled.
• No=Disabled
• Yes=Cancel all open orders
• Note this parameter applies to Standard FIX DROP ports and not Order-By-Order DROP ports (ODROP).

• When set, the capacity of individual orders received on the port will default to the Member specified order capacity.
• None=No override (Default)
• A=Agency
• P=Principal
• R=Riskless Principal

• Default value for AttributedQuote (9732). May override at order level.
• Yes=Attribute to MPID
• RTAL=Attribute as RTAL
• No=Don’t Attribute (may override at order level)
• Never* = Never Attribute
• *May only change this setting to ‘Yes’ or ‘No’ after executing Attribution Addendum to Exchange User Agreement.

• Sets default CrossTradeFlag for inbound orders to designate Periodic Auction eligibility.
• 0=None (Default)
• 1=Periodic Auction Only
• 2=Periodic Auction Eligible
• 3=Midpoint Peg - Periodic Auction Only
• When set to '2', IOC, FOK, and displayed orders are not converted to a Periodic Auction Eligible order and are sent to the book as-is. When set to '2', DisplayIndicator (9479) will be ignored if ExecInst (18) = m or M.
• When set to ‘3’, IOC, FOK, IOC/FOK orders with ExecInst (18) = M, and all other orders where ExecInst (18) does not = m will not be converted and will be sent to the book as-is. When set to ‘3’, all non-IOC/FOK orders with ExecInst (18) = M will be converted to RHO Midpoint Peg - Periodic Auction Only order.
• .

• Do not aggregate multiple contra orders to meet the MinQty specified on an order.
• If set to ‘Yes’, orders will be converted into standard MinQty during a Periodic Auction. Periodic Auction Eligible orders will remain as True MinQty in the continuous book (BYX Only).

Controls the acceptance or rejection of inbound Market orders during continuous trading.

1. Do not restrict Market orders.
2. Reject Market orders during continuous trading, but allow Market orders during openings, re-openings, auctions, and auction routing (e.g. ROOC).
3. Reject all Market orders except MOO and MOC orders (including CMC orders).

• Action taken when Duplicative Order Protection criteria is met:
• 1 = Not enabled.
• 2 = Reject new offending orders
• 3 = Disable port for ClearingFirm. Must call Cboe Trade Desk to reenable.

• Allows orders to be executable during the Early Trading Session. If set to Yes, the following TimeInForce values will be translated:
• 0 (DAY) → E (PRE)
• 5 (GTX) → X (PTX)
• 6 (GTD) → T (PTD)

• When set to False, the existing Port Order Rate Threshold, Sustained Port Order Rate Threshold, Symbol Order Rate Threshold, and Sustained Symbol Order Rate Threshold port attributes will be enforced by rejects (as described).
• When set to True, Port Order Rate Threshold, Sustained Port Order Rate Threshold, Symbol Order Rate Threshold, and Sustained Symbol Order Rate Threshold port attributes will be enforced by read pause instead of by rejects.

• Orders entered through the NBBO by a specified percentage or dollar based limit price tolerance will be rejected. Limits may be different for different price ranges and price ranges may vary across markets.
• Please see the Cboe Titanium U.S. Equities/Options Web Portal Port Controls Specification for complete details.

• When set, midpoint and standard MDO order types will default to MDO with QDP orders.
• n=Do nothing (default)
• b=Book only MDO with QDP
• p=Post only MDO with QDP

• Controls the executable time of orders submitted prior to 7:00 a.m. ET with a TimeInForce (59) that allows trading in the Early Trading Session.
• False=Orders may enter the book and trade as early as 4:00 a.m. ET.
• True=Orders will be queued until 7:00 a.m. ET.

• Disallow order cancellation during periodic auction.
• False=Allow cancellations
• True=Do not allow cancellations

• Gross exposure=CBB + CBO + CEB + CEO
• Net exposure=|(CEO + CBO) - (CEB + CBB)|
• On a given port, Cboe will calculate an track four values:
• CBB=Cumulative Notional Booked Bid Value. The sum of limit price x size for all booked sell limit orders.
• CBO=Cumulative Notional Booked Offer Value. The sum of limit price x size for all booked sell limit orders.
• CEB=Cumulative Notional Executed Bid Value. The sum of size x trade price for all executed buy orders.
• CEO=Cumulative Notional Executed Sell Value. The sum of size x trade price on all executed sell orders.

• 5,000 msgs/s
• Max allowed = 10,000 msgs/s (EDGX Only)

• The maximum allowed message rate on the session. When the first non-session level message is received, a one second window begins. During the second no more than 4,999 additional non-session level messages will be allowed within that window. If the rate is exceeded, all new orders in the time window are rejected, modifies are treated as cancels, and cancels are processed. ,
• If maximum rate limit of 10,000 is requested, no more than 9,999 additional non-administrative messages will be allowed within that one second window. The default value is 5,000 msgs/sec and the maximum value is 10,000 msgs/sec (if requested) EDGX only.
• Note: Order handler burst rates towards each matching unit may be limited as described in Architecture and Message in Flight Settings.

• If all associated Standard FIX DROP ports associated with an order entry session experience disconnection, new orders will be rejected until at least one Standard FIX DROP port session has been reestablished.
• Note this parameter does not apply to Order-By-Order drop ports (ODROP).

• Only applicable if Reject Orders on DROP Port Disconnect has been enabled. When the last Standard FIX DROP port associated with an order entry session has disconnected, begin rejecting orders on the order entry session if a Standard FIX DROP session has not been reestablished within this timeout.
• Minimum value allowed is 0 seconds.

• Mark orders as retail when routing to dark liquidity
• pools.

1. No Peg restatements (default).
2. Market Maker Peg orders only.
3. All Peg orders except Market Maker Peg orders.
4. All Peg orders.

• The maximum allowed message rate on the session. When the first non-session level message is received, a five second window begins. During the five seconds no more than 24,999 additional non-session level messages will be allowed within that window. If the rate is exceeded, all new orders in the time window are rejected, modifies are treated as cancels, and cancels are processed.
• Maximum value is 25,000 msgs/5 sec.
• Note: Order handler burst rates towards each matching unit may be limited as described in Architecture and Message in Flight Settings.

• Functions the same as the Port Order Rate Threshold, but is calculated at the symbol level. It is capped by the Port Order Rate Threshold.
• Maximum value is 25,000 msgs/5 sec.
• Note: Order handler burst rates towards each matching unit may be limited as described Architecture and Message in Flight Settings.

• 5,000 msgs/s
• Max allowed = 10000 msgs/s(EDGX Only)

• Functions the same as the Port Order Rate Threshold, but is calculated at the symbol level. It is capped by the Port Order Rate Threshold.
• The default value is 5,000 msgs/sec and the maximum value is 10,000 msgs/sec (if requested) (EDGX Only).
• Note: Order handler burst rates towards each matching unit may be limited as described in Architecture and Message in Flight Settings.