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Complex Instrument Accepted Message Fields (C1, C2, and EDGX Only)

The Complex Instrument Accepted message is used to indicate acceptance of a complex strategy. The leg order sent back may differ from the originating request; RevisedLegs indicates if the leg order has been altered from the original request.

Permitted return bitfields are described in Complex Instrument Accepted (C1, C2 and EDGX Only).

Table 1. Complex Instrument Accepted Message Fields (C1, C2, and EDGX Only)
FieldOffsetLengthData TypeDescription
StartOfMessage02BinaryMust be 0xBA 0xBA.
MessageLength22BinaryNumber of bytes for the message, including this field but not including the two bytes for the StartOfMessage field.
MessageType41Binary 0x4D
MatchingUnit51Binary
  • The matching unit which created this message.
  • Matching units in BOE correspond to matching units on Multicast PITCH.
SequenceNumber64BinaryThe sequence number for this message. Distinct per matching unit.
TransactionTime108DateTimeThe time the event occurred in the Cboe Matching Engine (not the time the message was sent).
ClOrdID1820TextEchoed back from the original request.
Symbol388AlphanumericThe complex instrument id.
RevisedLegs461Alphanumeric
  • Indicates if the legs on the created complex strategy have been reordered from the original request.
  • If the legs were reordered, the order of the Open-Close fields on a New Complex Order must be the order returned by the exchange, not the order from the original request.
  • 1 = Legs were not reordered
  • 2 = Legs were reordered
NoOfSecurities474Binary
  • Corresponds to NoOfSecurities (8641) in Cboe FIX.
  • Indicates the number of securities created by the member in the trading session.
ReservedInternal511BinaryReserved for Cboe internal use.
NumberOfReturnBitfields521BinaryNumber of bitfields to follow.
ReturnBitfield¹531BinaryBitfield identifying fields to follow.
…
ReturnBitfieldᶯ1BinaryLast bitfield.
NoLegs1BinaryEchoed back from the original request.
Repeating Group ComplexLeg must occur the number of times specified in NoLegs. Each field occurs in each group, in order as shown below. Optional fields occur only if corresponding bits in bitfields are set.
Table 2. Complex Instrument Accepted Message Fields (C1, C2, and EDGX Only)
LegSymbol8Alphanumeric
  • Corresponds to LegSymbol (600) in Cboe FIX.
  • Entire Cboe format symbol or OSI Root.
  • Must send LegCFICode, LegMaturityDate, and LegStrikePrice if using OSI format.
LegCFICode6Alphanumeric
  • Corresponds to LegCFICode (608) in Cboe FIX.
  • CFI Code for leg. Required if LegSymbol is in
  • OSI format.
  • OP = Options Put
  • OC = Options Call
  • E = Equity
LegMaturityDate4Date
  • Corresponds to LegMaturityDate (611) in Cboe
  • FIX.
  • Required if LegSymbol is in OSI format.
LegStrikePrice8Binary Price
  • Corresponds to LegStrikePrice (612) in Cboe
  • FIX.
  • Option strike price. System maximum is 99,999,999. Must be non-negative.
  • Required if LegSymbol is in OSI format.
LegRatioQty4Binary
  • Corresponds to LegRatioQty (623) in Cboe FIX.
  • Ratio of number of contracts in this leg per order quantity.
  • Accepted values must be between 1 and 999,999.
LegSide1Alphanumeric
  • Corresponds to LegSide (624) in Cboe FIX.
  • 1 = Buy
  • 2 = Sell
Optional fields…Optional fields as set in the bitmap. Note, optional fields that occur in the repeating groups appear above, repeating per group, not within this block.
Table 3. Complex Instrument Accepted Message Example
Field NameHexadecimalNotes
StartOfMessage BA BAStart of message bytes.
MessageLength 7C 00124 bytes
MessageType 4D Complex Instrument Accepted
MatchingUnit 03Matching Unit 3
SequenceNumber 64 00 00 00Sequence number 100
TransactionTime E0 FA 20 F7 36 71 F8 111,294,909,373,757,324,000
ClOrdID 41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00ABC123
Symbol 5A 4E 4B 38 46 43 00 00ZNK8FC
RevisedLegs 31Legs were not reordered
NoOfSecurities 04 00 00 00Four complex strategies created by sender
ReservedInteral 00Ignore
NumberOfReturnBitfields 0D13 bitfields to follow
ReturnBitfield1 00No fields from byte 1
ReturnBitfield2 00No fields from byte 2
ReturnBitfield3 00No fields from byte 3
ReturnBitfield4 00No fields from byte 4
ReturnBitfield5 00No fields from byte 5
ReturnBitfield6 00No fields from byte 6
ReturnBitfield7 00No fields from byte 7
ReturnBitfield8 00No fields from byte 8
ReturnBitfield9 00No fields from byte 9
ReturnBitfield10 00No fields from byte 10
ReturnBitfield11 00No fields from byte 11
ReturnBitfield12 00No fields from byte 12
ReturnBitfield13 06LegCFICode, LegMaturityDate, LegStrikePrice
NoLegs 02Two legs
LegSymbol 4D 53 46 54 00 00 00 00MSFT
LegCFICode 4F 43 00 00 00 00 OC = Option Call
LegMaturityDate EF DB 32 012011-03-19
LegStrikePrice 98 AB 02 00 00 00 00 0017.50
LegRatioQty 02 00 00 00Ratio of 2
LegSide 31Buy
LegSymbol 4D 53 46 54 00 00 00 00MSFT
LegCFICode 4F 50 00 00 00 00 OP = Option Put
LegMaturityDate F6 DB 32 012011-03-26
LegStrikePrice 30 E6 02 00 00 00 00 0019.00
LegRatioQty 01 00 00 00Ratio of 1
LegSide 32Sell
Table 4. Minimal Complex Instrument Accepted Message Example
Field NameHexadecimalNotes
StartOfMessage BA BAStart of message bytes.
MessageLength 47 0071 bytes
MessageType 4D Complex Instrument Accepted
MatchingUnit 03Matching Unit 3
SequenceNumber 64 00 00 00Sequence number 100
TransactionTime E0 FA 20 F7 36 71 F8 111,294,909,373,757,324,000
ClOrdID 41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00ABC123
Symbol 5A 4E 4B 38 46 43 00 00ZNK8FC
RevisedLegs 30Legs accepted as sent
NoOfSecurities 04 00 00 00Four complex strategies created by sender
NumberOfReturnBitfields 00No bitfields follow
NoLegs 02Two legs
LegSymbol 30 30 51 30 6B 41 00 0000Q0kA
LegRatioQty 02 00 00 00Ratio of 2
LegSide 31Buy
LegSymbol 30 30 51 33 6B 43 00 0000Q3kC
LegRatioQty 01 00 00 00Ratio of 1
LegSide 32Sell
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Cboe Titanium U.S. Options BOE Specification - Complex Instrument Accepted Message Fields (C1, C2, and EDGX Only) | Cboe