Trade Break Message
The Trade Break message is sent whenever an execution on Cboe is broken. Trade breaks are rare and only affect applications that rely upon Cboe execution-based data.
The Trade Break Message has the following format:
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Numeric | Timestamp |
| Message Type | 8 | 1 | "B" | Trade Break message |
| *Execution ID | 9 | 12 | Base 36 Numeric |
|