Trade Break Message Fields
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. Applications that simply build a Cboe book can ignore Trade Break messages.
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Timestamp | Timestamp |
| Message Type | 8 | 1 | B | Trade Break message |
| * Execution ID | 9 | 12 | Base 36 Numeric | Cboe execution identifier of the execution that was broken. Execution ID refers to previously sent Order Execution or Trade message. |