Carried Order Restatements

GTC, GTD, and DAY orders entered during partial holiday sessions can also persist between multiple trading sessions. The Cboe BOE protocol provides a mechanism for clients to request restatement of orders that have been carried forward from the previous business day trading session. See BOE Port Attributes for information on available port attributes, including Carried Order Restatements.

When enabled, Carried Order Restatements are sent to connected clients for each product on the Options Exchange for which orders have been carried forward from the previous business day trading session. Persisted orders are added back into the order book starting at approximately 15 minutes prior to the scheduled queuing time for each underlying symbol, after connection establishment and before regular trading activity messages on a per-product basis.

Carried Order Restatements are represented using Order Acknowledgment messages with the following optional attributes set:

• BaseLiquidityIndicator = A (Added Liquidity), bitfield 5, bit position 7
• SubLiquidityIndicator = C (Carried), bitfield 7, bit position 1

To receive Carried Order Restatements, the Carried Order Restatement port attribute must be set (contact CFE Trade Desk), and customers must register to receive BaseLiquidityIndicator and SubLiquidityIndicator optional fields on Order Acknowledgment messages via the Logon Request message (See Login Request Message Fields for details on registering to receive optional fields on a per-message basis). If the Carried Order Restatement port attribute is set and the bitfield Logon Message registration for the Order Acknowledgment message does not include but BaseLiquidityIndicator and SubLiquidityIndicator, the logon attempt will fail.