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.

Table 1. Add Order (long)
Field Name	Offset	Length	Type/(Value)	Description
Length	0	1	Binary	Length of this message including this field
Message Type	1	1	0x21	Add Order message (long)
Time offset	2	4	Time Offset	Nanosecond offset from last unit timestamp
Order Id	6	8	Binary	Day-specific identifier assigned to this order
Side Indicator	14	1	Alphanumeric	B=Buy Order S=Sell Order
Quantity	15	4	Binary	Number of shares/contracts being added to the book (may be less than the number entered).
Symbol	19	6	Printable ASCII	Symbol right padded with spaces.
Price	25	8	Binary Long Price	The limit order price
Add Flags	33	1	Bit Field	Bit 0 - Reserved, set to 1 Bits 1- 2 - Reserved Bit 3 - AON (Options only) 0=Order is a firm quote 1=Order is AON (All or None) Bits 4-7 - Reserved
Total Length = 34 bytes

Table 2. Add Order (short)
Field Name	Offset	Length	Type/(Value)	Description
Length	0	1	Binary	Length of this message including this field
Message Type	1	1	0x22	Add Order message (short)
Time offset	2	4	Time Offset	Nanosecond offset from last unit timestamp
Order Id	6	8	Binary	Day-specific identifier assigned to this order
Side Indicator	14	1	Alphanumeric	B=Buy Order S=Sell Order
Quantity	15	2	Binary	Number of shares/contracts being added to the book (may be less than the number entered).
Symbol	17	6	Printable ASCII	Symbol right padded with spaces.
Price	23	2	Binary Short Price	The limit order price
Add Flags	25	1	Bit Field	Bit 0 - Reserved, set to 1 Bits 1- 2 - Reserved Bit 3 - AON (Options only) 0=Order is a firm quote 1=Order is AON (All or None) Bits 4-7 - Reserved
Total Length = 26 bytes

The following expanded version of the Add Order message has been made available to accommodate larger symbol sizes possible through the ISRA plan.

Table 3. Add Order (Expanded)
Field Name	Offset	Length	Type/(Value)	Description
Length	0	1	Binary	Length of this message including this field
Message Type	1	1	0x2F	Add Order message (expanded)
Time offset	2	4	Time Offset	Nanosecond offset from last unit timestamp
Order Id	6	8	Binary	Day-specific identifier assigned to this order
Side Indicator	14	1	Alphanumeric	B=Buy Order S=Sell Order
Quantity	15	4	Binary	Number of shares/contracts being added to the book (may be less than the number entered).
Symbol	19	8	Printable ASCII	Symbol right padded with spaces.
Price	27	8	Binary Long Price	The limit order price
Add Flags	35	1	Bit Field	Bit 0 - Reserved, set to 1 Bits 1- 2 - Reserved Bit 3 - AON (Options only) 0=Order is a firm quote 1=Order is AON (All or None) Bits 4-7 - Reserved
ParticipantID	36	4	Alphanumeric	Optionally specified. If specified, MPID (equities) or Executing Firm ID (options) of firm attributed to this quote. Alternatively "RTAL" for retail specified orders (equities). Space filled otherwise.
Customer Indicator	40	1	Alphanumeric	BZX/C1/EDGX Options Only (space filled on C2 Options and all equities markets). N=Non-Customer C=Customer R=Retail Priority order (EDGX Equities only)
Client ID (Options only)	41	4	Alphanumeric	Optional user specified value attributed to this quote. Space filled otherwise.
Reserved (Options only)	45	5	Reserved	Reserved
Total Length = 50 bytes for options, 41 bytes for equities