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Add Floor Trade Message Fields (C1 Only)

TPHs having in-person Market Makers on the Cboe trading floor can enter their version of a floor trade via the Add Floor Trade message type.

This message may be used to report any floor trades, but is primarily meant to be used to report floor trades between Market Makers. TPHs are encouraged to use Floor Trade Confirmation messages to respond to floor broker allocations ( Floor Trade Notification messages) if they agree with the terms of the trade.

The Exchange will respond to an Add Floor Trade message with an Add Floor Trade Rejected message or an Order Acknowledgement message followed by one or more Order Executed messages.

Table 1. Add Floor Trade 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.
MessageType41Binary0x5C
MatchingUnit51BinaryAlways 0 for inbound (Member to Cboe) messages.
SequenceNumber64BinaryThe sequence number for this message.
ClOrdID1020Text
  • Corresponds to ClOrdID (11) in Cboe FIX.
  • Day-unique ID chosen by the client. Characters in the ASCII range 33-126 are allowed, except for comma, semicolon, pipe, the ‘at’ symbol and double quotes.
  • If the ClOrdID matches a live order, the order will be rejected as duplicate.
  • Note: Cboe only enforces uniqueness of
  • ClOrdID values among currently live orders.
  • However, we strongly recommend that you keep your ClOrdID values day-unique.
Symbol308Alphanumeric
  • Corresponds to Symbol (55) in Cboe FIX.
  • Entire Cboe format symbol or OSI symbol if using long format.
PutOrCall381Alphanumeric
  • Corresponds to PutOrCall (201) in Cboe FIX.
  • 0=Put
  • 1=Call
  • NULL (0x00) filled if using Cboe format symbol.
StrikePrice398Binary Price
  • Corresponds to StrikePrice (202) in Cboe FIX.
  • Strike Price for option, 0 - 999,999.99
  • NULL (0x00) filled if using Cboe format symbol.
MaturityDate474Date
  • Corresponds to MaturityMonth (200) and MaturityDay (205) in Cboe FIX.
  • NULL (0x00) filled if using Cboe format symbol.
MultilegReportingType511Alphanumeric
  • Corresponds to MultilegReportingType (442) in Cboe FIX.
  • Indicates the type of Order Execution message.
  • 1=Single-leg instrument
  • 2=Individual leg of multi-leg instrument
ComboOrder521Alpha
  • Corresponds to ComboOrder (22005) in Cboe FIX.
  • Declare the order as a Combo (for regulatory relief if trading SPX on the floor).
  • N=(Default) No
  • Y=Yes
Account5316Text
  • Corresponds to Account (1) in Cboe FIX. Characters in ASCII range 33-126 are allowed.
  • When clearing OCC, the value is passed to clearing in the Clearing Member Optional Data field (16 characters) and the Customer ID field (max 10 characters). The value may be made available in the Member's clearing file.
  • When clearing Cboe Clear U.S., the value is passed to clearing in the Customer Account Number field.
ClearingOptionalData6916Text
  • Corresponds to ClearingOptionalData (9324) in Cboe FIX.
  • This field will be reflected back on Execution Reports. This value is passed through to clearing.
ClearingAccount854Text
  • Corresponds to ClearingAccount (440) in Cboe FIX. This field is returned in Execution Reports including FIX Drop.
  • When Capacity is set to a value of M or N for Market Maker, this field should be filled with the desired market maker ID. When using CMTA, this value is the Market Maker ID for the CMTA member instead of the Cboe member executing the trade. This value is passed through to clearing.
  • If OrderCapacity(47) is not set to ‘M’ or ‘N’ and ClearingAccount is populated, the order will be rejected by default on C1 and C2 and will be accepted by default for EDGX Only.
CMTANumber894Binary
  • Corresponds to CMTANumber (439) in Cboe FIX.
  • CMTA Number of the firm that will clear the trade. Must be specified for CMTA orders and left unspecified for non-CMTA orders.
FloorTraderAcronym933AlphaFloor acronym of participant submitting trade.
Side961Alphanumeric
  • Corresponds to Side (54) in Cboe FIX.
  • 1=Buy
  • 2=Sell
OrderQty974Binary
  • Corresponds to OrderQty (38) in Cboe FIX.
  • Order quantity. System limit is 999,999 contracts.
Price1018Binary Price
  • Corresponds to Price (44) in Cboe FIX.
  • Limit price. Order rejected if priced finer than the minimum trading increment for the option.
TransactionTime1098DateTimeReport send time (for audit).
OpenClose1171Alphanumeric
  • Corresponds to OpenClose (77) in Cboe FIX.
  • Indicates status of client position in the option.
  • O=Open
  • C=Close
  • N=None*
  • *Orders with Capacity = M or ‘N’ will not be required to specify OpenClose on their orders or may optionally specify a value of ‘N’, unless the series is limited to closing only.
  • If the series is limited to closing only transactions, only Capacity = M will be permitted to submit OpenClose = O if the order has TimeInForce= ‘3’ (IOC) and RoutingInst = B, or the order has a RoutingInst = P.
  • An Open position cannot trade with an Open position for series limited to Closing Only transactions, even if the inbound IOC from the aggressing market maker is sent with that combination of tags.
FloorTradeTime1188Date TimeTrade time
ContraTrader1264AlphanumericDisplays the EFID (ClearingFirm) of the contra side firm on all internally matched executions.
Reserved13016ReservedReserved
Table 2. Add Floor Trade Message Example
Field NameHexadecimalNotes
StartOfMessageBA BAStart of message bytes.
MessageLength90 00144 bytes
MessageType5CAdd Floor Trade
MatchingUnit00Always 0 for inbound messages
SequenceNumber64 00 00 00Sequence number 100
ClOrdID41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00ABC123
Symbol30 30 36 69 70 41 00 00006ipA
PutorCall00
StrikePrice00 00 00 00 00 00 00 00
MaturityDate00 00 00 00
MultilegReportingType311=Single leg instrument
ComboOrder4EN=No
Account00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00
ClearingOptionalData00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00
ClearingAccount41 42 43 00ABC
CMTANumber00 00 00 00
FloorTraderAcronym44 45 46DEF
Side311=Buy
OrderQty64 00 00 00100 contracts
PriceC8 32 00 00 00 00 00 001.30
TransactionTime00 5C DB E2 27 12 B4 151,563,894,933,123,456,000
OpenClose4FO=Open
FloorTradeTime68 23 4A 8B 27 12 B4 151,563,894,931,654,321,000
ContraTrader57 58 59WXY
Reserved00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00Reserved
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