Add Order Message FIelds
An Add Order message represents a newly accepted visible order on the Cboe book. It includes a day-specific Order ID assigned by Cboe to the order.
NOTE: If an order’s Price value changes within the Cboe matching engine, a Cancel Order message will be immediately followed by a new Add Order message with the same Order ID as the original order.
The Add Order message has the following formats:
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Timestamp | Timestamp |
| Message Type | 8 | 1 | A | Add Order message (short) |
| Order ID | 9 | 12 | Base 36 Numeric | Day-specific identifier assigned to this order |
| Side Indicator | 21 | 1 | Alpha |
|
| Shares | 22 | 6 | Numeric | Number of shares being added to the book (may be less than the number of shares entered). |
| Stock Symbol | 28 | 6 | Printable ASCII | Stock symbol right padded with spaces. |
| Price | 34 | 10 | Price | The limit order price |
| Reserved | 44 | 1 | Alpha | Set to Y |
The following long version of the Add Order message accommodates larger symbol sizes possible through the ISRA plan.
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Timestamp | Timestamp |
| Message Type | 8 | 1 | d | Add Order message (long) |
| Order ID | 9 | 12 | Base 36 Numeric | Day-specific identifier assigned to this order |
| Side Indicator | 21 | 1 | Alpha |
|
| Shares | 22 | 6 | Numeric | Number of shares being added to the book (may be less than the number of shares entered). |
| Stock Symbol | 28 | 8 | Printable ASCII | Stock symbol right padded with spaces. |
| Price | 36 | 10 | Price | The limit order price |
| Reserved | 46 | 1 | Alpha | Set to Y |
| ParticipantID | 47 | 4 | Alpha |
|
| CustomerIndicator | 51 | 1 | Alphanumeric |
|
The following extended version of the Add Order message accommodates larger prices.
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Timestamp | Timestamp |
| Message Type | 8 | 1 | 1 | Extended Add Order message |
| Order ID | 9 | 12 | Base 36 Numeric | Day-specific identifier assigned to this order |
| Side Indicator | 21 | 1 | Alpha |
|
| Shares | 22 | 6 | Numeric | Number of shares being added to the book (may be less than the number of shares entered). |
| Stock Symbol | 28 | 8 | Printable ASCII | Stock symbol right padded with spaces. |
| Price | 36 | 14 | Long Price | The limit order price |
| Display | 50 | 1 | Alpha | Y = The order is aggregated in the Cboe SIP quote. |
| ParticipantID | 51 | 4 | Alpha |
|
| CustomerIndicator | 55 | 1 | Alphanumeric |
|