Trade Break Message Fields
The Trade Break message is sent whenever an execution on the Cboe exchange is broken. Trade breaks are rare and only affect applications that rely upon Cboe execution based data.
| Field | Offset | Length | Value/Type | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0xAA | Trade Break message |
| Transaction Time | 2 | 8 | Binary | The time the trade break occurred, encoded as the number of nanoseconds since midnight (effective 11/02/26, since epoch). |
| Symbol | 10 | 8 | Alphanumeric | Symbol right padded with spaces. |
| Reserved | 18 | 1 | Alphanumeric | Reserved |
| Execution ID | 19 | 8 | Binary | Execution identifier of trade to be broken. |
| Cboe Cumulative Executed Volume | 27 | 8 | Binary | Cumulative number of shares traded today. |
| Reserved | 35 | 8 | Binary | Reserved |
| Flags | 43 | 1 | Bit Field | Bits 0-7: Reserved. |
| Total Length = 44 bytes | ||||