Order Executed at Price/Size
Order Executed at Price/Size messages are sent when a visible order on the Cboe book is executed in whole or in part at a different price than the limit price on the original Add Order message or the limit order price in the latest Modify Order message referencing the Order Id. If the Remaining Quantity field contains a 0 the order should be completely removed from the book.
Order Executed at Price/Size messages may also be sent in cases where the Executed Quantity is greater than the current booked size for Order Id due to Exchange features that allow a portion of an order to be hidden while another portion is displayed.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x24 | Order Executed at Price/Size message |
| Time offset | 2 | 4 | Binary | Nanosecond offset from last unit timestamp |
| Order Id | 6 | 8 | Binary | Order Id of a previously sent Add Order message that was executed |
| Executed Quantity | 14 | 4 | Binary | Number of shares/contracts executed |
| Remaining Quantity | 18 | 4 | Binary | Number of shares/contracts remaining after the execution |
| Execution Id | 22 | 8 | Binary | Cboe generated day-unique execution identifier of this execution. Execution Id is also referenced in the Trade Break message |
| Price | 30 | 8 | Binary Long Price | The execution price of the order |
| Trade Condition | 38 | 1 | Alphanumeric |
|
| Total Length = 39 bytes (Options), 38 bytes (Equities) | ||||