Done For Day Restatements

Good ‘Til Cancel (GTC) and Good ‘Til Day (GTD) orders can result in order persisting between sessions. The Cboe BOE protocol provides a mechanism for clients to request end-of-day restatement of GTC/GTD orders that will be persisted to the next trading session. See BOE Port Attributes for information on available port attributes, including Done For Day Restatements.

When enabled, Done For Day Restatement messages are sent to connected clients after the trading session ends, for each order that will persist to the next trading session. Any time prior to the cutoff, customers may send Cancel Order messages for any open GTC and GTD orders.

Done For Day Restatements are represented using Order Acknowledgment messages with the following optional attributes set:

• BaseLiquidityIndicator = A (Added Liquidity), bitfield 5, bit position 7
• SubLiquidityIndicator = D (Done For Day), bitfield 7, bit position 1

To receive Done For Day Restatements, the Done For Day Restatement port attribute must be set (contact Cboe 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 Done For Day 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.