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Floor Trade Notification Message Fields (C1 Only)

TPHs having in-person Market Makers on the Cboe trading floor may optionally receive Floor Trade Notification messages. TPHs must request the Enable Floor Trade Notifications port attribute be enabled for one or more floor acronyms in order to receive these messages. TPHs are encourage to use Floor Trade Confirmation messages to respond to Floor Trade Notification messages if they agree with the terms of the trade. Alternatively, an Add Floor Trade message may be used to enter their version of the floor trade. If the floor trade notification is not known to the Market Maker (for example, if the TPH is misidentified as a contra party to the floor trade), the message can be disregarded; a response is not required. TPHs configured to be automatically endorsed to floor trades will not receive a Floor Trade Notification message; only an Order Executed message.

Table 1. Floor Trade Notification Message Fields (C1 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 0x62
MatchingUnit51BinaryAlways 0 for inbound (Member to Cboe) messages.
SequenceNumber64BinaryThe sequence number for this message.
ExecID108Binary
  • Corresponds to ExecID (17) in Cboe FIX.
  • Execution ID. Unique across all matching units on a given day. Note: ExecIDs will be represented on ODROP and FIXDROP ports as nine character, base 36 ASCII. Leading zeros should be added if the converted base 36 value is shorter than nine characters.
Table 2. Example Conversion
DecimalBase 36
28294005440239A1234B567
76335905726621R248BC23H
72855722818709AP05V2Z
Symbol188Alphanumeric
  • Corresponds to Symbol (55) in Cboe FIX.
  • Entire Cboe format symbol or OSI symbol if using long format.
PutOrCall261Alphanumeric
  • Corresponds to PutOrCall (201) in Cboe FIX.
  • 0 = Put
  • 1 = Call
  • NULL (0x00) filled if using Cboe format symbol.
StrikePrice278Binary Price
  • Corresponds to StrikePrice (202) in Cboe FIX.
  • Strike Price for option, 0 - 999,999.99
  • NULL (0x00) filled if using Cboe format symbol.
MaturityDate354Date
  • Corresponds to MaturityMonth (200) and MaturityDay (205) in Cboe FIX.
  • NULL (0x00) filled if using Cboe format symbol.
OrderQty394Binary
  • Corresponds to OrderQty (38) in Cboe FIX.
  • System limit is 999,999 contracts.
Price438Binary Price
  • Corresponds to Price (44) in Cboe FIX.
  • Execution price.
Side511Alphanumeric
  • Corresponds to Side (54) in Cboe FIX.
  • 1 = Buy
  • 2 = Sell
ContraTrader524AlpbanumericDisplays the Contra Trader floor acronym.
FloorTraderAcronym563AlphaFloor Acronym of participant submitting trade.
FloorTradeTime598DateTimeTrade time
TradeThroughAlertType671Alphanumeric
  • Corresponds to TradeThroughAlertType (21098) in Cboe FIX.
  • Indication of a type of trade through.
  • 0 = No trade through
  • 1 = NBBO
  • 2 = BBO (local best bid or offer)
  • 3 = SBBO (market quote of complex derived by legs)
  • 4 = Book trade through (trade through customer size)
  • 5 = Due Dilligence trade through
PriceType681Alphanumeric
  • Corresponds to PriceType (423) in Cboe FIX.
  • 2 = (Default) Price per unit (contract)
Reserved6915ReservedReserved
Table 3. Floor Trade Notification Message Example
Field NameHexadecimalNotes
StartOfMessage BA BAStart of message bytes.
MessageLength 52 0082 bytes
MessageType 62 Floor Trade Notification
MatchingUnit 00Always 0 for inbound messages
SequenceNumber 64 00 00 00Sequence number 100
ExecID 01 F0 B7 D9 71 21 00 00D19800001 (base 36)
Symbol 30 30 36 69 70 41 00 00006ipA
PutorCall 00
StrikePrice 00 00 00 00 00 00 00 00
MaturityDate 00 00 00 00
OrderQty 64 00 00 00100
Price C8 32 00 00 00 00 00 001.30
Side 31 1 = Buy
ContraTrader 41 41 41 41AAAA
FloorTraderAcronym 42 42 42BBB
FloorTradeTime 68 23 4A 8B 27 12 B4 151,563,894,931,654,321,000
TradeThroughAlertType 30 0 = No trade through
PriceType 32 2 = Price per unit
Reserved 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00Reserved
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