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Floor Trade Confirmation Message Fields (C1 Only)

TPHs are encouraged 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 user (for example, if the TPH is misidentified as a contra party to a floor trade), the message can be disregarded; a response is not required.

The Exchange will respond to a Floor Trade Confirmation message with an Order Executed message or Floor Trade Confirmation Rejected message.

Table 1. Floor Trade Confirmation 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 0x5B
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.
ExecID308Binary
  • 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
Symbol388Alphanumeric
  • Corresponds to Symbol (55) in Cboe FIX.
  • Entire Cboe format symbol or OSI symbol if using long format.
PutOrCall461Alphanumeric
  • Corresponds to PutOrCall (201) in Cboe FIX.
  • 0 = Put
  • 1 = Call
  • NULL (0x00) filled if using Cboe format symbol.
StrikePrice478Binary Price
  • Corresponds to StrikePrice (202) in Cboe FIX.
  • Strike Price for option, 0 - 999,999.99
  • NULL (0x00) filled if using Cboe format symbol.
MaturityDate554Date
  • Corresponds to MaturityMonth (200) and MaturityDay (205) in Cboe FIX.
  • NULL (0x00) filled if using Cboe format symbol.
TransactionTime598DateTimeReport send time (for audit).
PriceType671Alphanumeric
  • Corresponds to PriceType (423) in Cboe FIX.
  • 1=Traded as percentage
  • 2 = (Default) Price per unit (contract)
Reserved6815ReservedReserved
Table 3. Floor Trade Confirmation Message Example
Field NameHexadecimalNotes
StartOfMessage BA BAStart of message bytes.
MessageLength 51 0081 bytes
MessageType 5B Floor Trade Confirmation
MatchingUnit 00Always 0 for inbound messages
SequenceNumber 64 00 00 00Sequence number 100
ClOrdID 41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00ABC123
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
TransctionTime 00 5C DB E2 27 12 B4 151,563,894,933,123,456,000
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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