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Quote Restated Message Fields

Quote Restated messages are sent to inform the Member that an order has been asynchronously modified for some reason by the Exchange. For quotes, this could happen if the MTP decrement method has been used by an inbound order against a resting quote. Additional reasons may be added in the future.

This message may be expanded in length in the future with new fields added to the end. To maintain forward compatibility, be prepared to receive a message longer than the documented length and to gracefully ignore those extra fields.

Table 1. Quote Restated Message Fields
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.
MessageType41Binary0x52
MatchingUnit51BinaryThe 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).
QuoteUpdateID1816TextEchoed back from the most recent Quote Update or Complex Quote Update request for this quote.
OrderID348Binary
  • Corresponds to OrderID (37) in Cboe FIX.
  • The unique OrderID. For informational purposes only. Restatements do not change the OrderID.
LeavesQty424BinaryNew quantity available for execution
WorkingPrice468BinaryNew working price
Symbol546AlphanumericCboe native identifier
Side601Alphanumeric
  • 1=Buy
  • 2=Sell
RestatementReason611Alphanumeric
  • The reason for this Quote Restated message.
  • Q=Liquidity
  • W=Wash
  • Cboe reserves the right to add new values as necessary without prior notice.
Table 2. Quote Restated Message Example
Field NameHexadecimalNotes
StartOfMessageBA BAStart of message bytes.
MessageLength3C 0060 bytes
MessageType52Quote Restated
MatchingUnit03Matching Unit 3
SequenceNumber64 00 00 00Sequence number 100
TransactTimeE0 FA 20 F7 36 71 F8 111,294,909,373,757,324,000
QuoteUpdateID41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00ABC123
OrderID05 10 1E B7 5E 39 2F 02171WC1000005 (base 36)
LeavesQty14 00 00 0020 contracts
WorkingPriceAC 07 01 00 00 00 00 006.75
Symbol30 30 34 63 53 73004cSs
Side311=Buy
RestatementReason4CL=Reload
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