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 | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x2C | Trade Break message |
| Time offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Execution Id | 6 | 8 | Binary | Cboe execution identifier of the execution that was broken. Execution Id refers to previously sent Order Executed or Trade message. |
| Total Length = 14 bytes | ||||