| June 16, 2014 | - Version 2.0.2
- First public release of US Options BOE Version 2 specification.
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| July 1, 2014 | - Version 2.0.3
- Added Hours of Operations section. Corrected Cancel on Disconnect options.
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| July 3, 2014 | - Version 2.0.4
- Added field descriptions for FeeCode and EchoText.
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| July 7, 2014 | - Version 2.0.5
- Removed all return bits from User Modify Rejected V2 messages. No optional return fields are allowed.
- Corrected a number of optional return bits.
- Added RoutingInst, RoutStrategy, RouteDeliveryMethod, and ExDestination as
- optional return bits (byte 8).
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| July 9, 2014 | - Version 2.0.6
- Corrected instances where ContraCapacity and CorrectedSize may be requested as
- optional return fields.
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| August 15, 2014 | - Version 2.0.7
- Added field descriptions for RoutStrategy, ExDestination, and StopPx.
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| August 22, 2014 | - Version 2.0.8
- Added Super Aggressive When Odd Lot RoutingInst value.
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| August 26, 2014 | - Version 2.0.9
- Added Reason Code of
w (Would Remove on Unslide).
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| August 28, 2014 | - Version 2.0.10
- Corrected
Bulk Order V2 input bitelds.
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| September 3, 2014 | - Version 2.0.11
- Removed SymbolSfx from allowed fields for
New Order V2. - Removed DiscretionAmount and PartyID from allowed return bitfields for a number
- of messages.
- Corrected data type for AcceptedCount and RejectedCount to be Binary (not
- Text).
- Corrected data type for BulkOrderRejectReasons and OrderRejectReason to be
- Text (not Binary).
- Removed AccessFee from allowed return bitelds for
Order Restated V2. - Added clarification on BulkOrderIDs, AskOrderID, and BidOrderID.
- Added clarification on BulkRejectReasons, AskRejectReason and BidRejectReason.
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| September 8, 2014 | - Version 2.0.12
- Removed ContraBroker from List of Optional fields.
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| September 9, 2014 | - Version 2.0.13
- Removed AccessFee from
Order Execution V2 allowed return bitfields.
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| October 10, 2014 | - Version 2.0.14
- Claried ability to reuse ClOrdId with
Modify Orders when daily limit trading - risk controls are enabled.
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| November 13, 2014 | - Version 2.0.15
- Corrected
New Order V2 input bitelds to note that DisplayIndicator is per- - mitted.
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| January 8, 2015 | - Version 2.0.16
- Corrected
Order Execution V2 return bitfields to note that SubLiquidityIndicator is not allowed - it's already available in the message body. - Minor correction of PreventMatch text (no functional change).
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| February 19, 2015 | - Version 2.0.17
- Added new Capacity values of N, B, and J, effective June 1, 2015.
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| June 10, 2015 | - Version 2.0.18
- Added Reason Code value of T.
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| June 23, 2015 | - Version 2.1.0
- Updated for EDGX Options.
- Added new fields TargetPartyID and MarketingFeeCode. Updated descriptions to note which fields are BZX Options or EDGX Options specific.
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| June 23, 2015 | - Version 2.1.1
- Added Duplicative Order Protection port attributes.
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| October 26, 2015 | - Version 2.1.2
- Added reason code of T.
- Updated DisplayIndicator description to note that, per EDGX Options Exchange rules, Display Price Sliding may not be combined with the Post Only instruction.
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| October 27, 2015 | - Version 2.1.3
- Added EDGX as possible ContraBroker value.
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| October 31, 2015 | - Version 2.1.4
- Corrected values for MarketingFeeCode.
- Changed text to note that TargetPartyID
- is simply copied back on all response messages.
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| November 11, 2015 | - Version 2.1.5
- Updated Pre-Market Queuing Session time to 7:30am, beginning December 11,
- 2015, pending SEC approval.
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| December 24, 2015 | - Version 2.1.6
- Updated description of TargetPartyID and Capacity for revised directed order functionality.
- Added Firm Risk Reset port attribute.
- Updated description of ClearingFirm.
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| January 19, 2016 | - Version 2.1.7
- Added Mercury as possible ExDestination and ContraBroker value.
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| February 17, 2016 | - Version 2.1.8
- Updated for new branding.
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| February 25, 2016 | - Version 2.1.9
- Added new RestatementReason value of P.
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| March 23, 2016 | - Version 2.1.10
- Updated description of RoutStrategy to state that routable ISOs must be sent using DIRC.
- Updated the minimum value of "Reject Orders on DROP Port Timeout" to be 0 seconds.
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| May 16, 2016 | - Version 2.1.11
- Added new field AuctionID and added S as a possible second character for RoutingInst, along with information about the Step-Up Mechanism (SUM).
- AuctionID replaced EffectiveTime in
New Order V2 and all of the return bitfields.
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| June 10, 2016 | - Version 2.1.12
- Display Price Sliding support eliminated for EDGX Options effective July 11, 2016.
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| June 28, 2016 | - Version 2.1.13
- Added new SubLiquidityIndicator of B for Step Up Mechanism.
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| August 3, 2016 | - Version 2.1.14
- WAIT orders will be eliminated upon migration of BZX Options to its next generation matching engine. Refer to Release Notes on Bats' public web site for deployment schedule.
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| August 17, 2016 | - Version 2.1.15
- Corrected ExDestination value of EDGX Options to be G.
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| September 2, 2016 | - Version 2.2.0
- Add new message types and fields to support cross orders (EDGX Only). Includes
New Order Cross, Cross Order Acknowledgment, Cross Order Rejected, Cross Order Cancelled, and supporting fields. Effective 11/11/2016.
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| October 4, 2016 | - Version 2.2.1
- Add RoutingFirmID as a valid field for single order messages.
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| November 11, 2016 | - Version 2.2.2
- Added new SubLiquidityIndicator of b for Bats Auction Mechanism. Updated Display Price Sliding to indicate it is BZX only.
- Added clarification that ClearingAccount is required when Capacity is M or N.
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| December 15, 2016 | - Version 2.2.3
- Removed RoutingInst value of C (Book Only WAIT order). Claried which RoutingInst values are allowed for
Bulk Orders. - Added port param for rejecting MM capacity orders if Cancel on Disconnect is disabled.
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| January 24, 2017 | - Version 2.2.4
- Added support for MIAX Pearl routing. Added 2 (Qualied Contingent Cross) as an acceptable CrossType for New Order Cross messages.
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| January 27, 2017 | - Version 2.2.5
- Added new message types and fields to support purge ports. Includes Purge Orders V2, Purge Rejected V2, and supporting fields. Modified New Order V2 message input bitfields to include the optional CustomGroupID field. Effective Date March 1, 2017.
- Added RoutingFirmID to Modify Order V2 and Cancel Order V2 messages.
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| February 27, 2017 | - Version 2.2.6
- Correct MassCancel field description in Purge Orders V2 message examples from lockout to single ack.
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| March 2, 2017 | - Version 2.2.7
- Add new field type Date.
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| March 22, 2017 | - Version 2.2.8
- Remove Suppress Cancels on Sessions Close port attribute.
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| March 22, 2017 | - Version 2.2.9
- Add descriptions of port attributes "Allow Test Symbols Only", "Port Order Rate Threshold", and "Symbol Order Rate Threshold".
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| May 11, 2017 | - Version 2.3.0
- Add new message types and fields to support complex orders (EDGX Only). Includes
New Complex Order, New Complex Instrument, Complex Instrument Accepted, Complex Instrument Rejected, and supporting fields. Effective 10/23/2017.
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| June 13, 2017 | - Version 2.3.1
- Removed support for TimeInForce value of 4 (Fill-or-Kill) on complex orders.
- Added clarification of valid TimeInForce values used with RoutingInst value of D on complex orders.
- Corrected options for port attribute "Cancel on Disconnect".
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| July 7, 2017 | - Version 2.3.2
- Corrected field type and size of RevisedLegs.
- Fixed naming inconsistency of AttributedQuote sometimes being called AttributedOrder.
- Claried symbology use on Order Execution V2 messages for complex orders.
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| July 25, 2017 | - Version 2.3.3
- Added SecondaryExecId to
Order Execution V2. - Added new Mass Cancel/Purge Request specication style using MassCancelInst field Effective 10/23/2017.
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| July 28, 2017 | - Version 2.3.4
- Updated description of use of MassCancelInst field in Purge Orders V2 message
- Effective 10/23/2017.
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| August 3, 2017 | - Version 2.3.5
- Added RiskReset and CustomGroupId to New Complex Order message.
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| August 7, 2017 | - Version 2.3.6
- Corrected size of NoOfSecurities field in message description and examples.
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| August 9, 2017 | - Version 2.3.7
- Added ClearingFirm optional field to New Complex Instrument message.
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| August 14, 2017 | - Version 2.3.8
- Corrected Purge Orders message biteld ordering and added RoutingFirmID.
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| September 1, 2017 | - Version 2.4.0
- Removed references to V2 as the V1 specification was deprecated.
- Added C2-specific references. Updated Cancel on Disconnect, Cancel on ME Disconnect, Cancel on DROP Port Disconnect and Cancel on Regulatory Halt to all provide GTC filtering.
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| September 15, 2017 | - Version 2.4.1
- Added support for C2 Feature Pack 1. Available in Certification effective 9/15/17 and in Production effective 10/13/17.
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| October 5, 2017 | - Version 2.4.2
- Updated explanatory text for MassCancelInst lockout behavior.
- TimeInForce = 2 (At the open) is supported effective 10/23/17.
- Updated C2 Feature Pack 1 effective date from 10/6/17 to 10/13/17.
- Removed introduction of ContraTrader and ContraBroker and deprication of ContraCapacity from C2 Feature Pack 1 release.
- Removed Side and OrderQty from the New Complex Instrument example.
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| October 17, 2017 | - Version 2.4.3
- Updated Symbol in Complex Instrument Accepted message to indicate this is the complex instrument id.
- Cboe branding/logo changes.
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| November 7, 2017 | - Version 2.4.4
- Updated to indicate that Bulk Order Acknowledgements are unsequenced.
- Corrected various spelling erorrs, field name and case inconsistencies.
- Updated Return Order Bitfields for Cross Order Acknowledgement, Cross Order Rejected and Cross Order Cancelled.
- Added C2 Feature Pack 2 enhancements for ContraTrader and ContraBroker values effective on 12/8/17.
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| December 6, 2017 | - Version 2.4.5
- Corrected Cross Order Cancelled message type to 0x46.
- Updated effective date of C2 Feature Pack 2 to 12/15/17.
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| December 15, 2017 | - Version 2.4.6
- Updated effective date of C2 Feature Pack 2 to 01/05/18
- Corrected length of DrillThruProtection field. It is eight bytes.
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| December 27, 2017 | - Version 2.4.7
- Added Done For Day Restatement functionality. Protocol feature section 1.6.2 added to describe the feature. Done For Day Restatements port attribute added to enable and disable feature, which defaults to disabled.
- Default for Carried Order Restatements changed from enabled to disabled.
- Updated Modify Order message to clarify when an order loses time priority.
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| January 12, 2018 | - Version 2.4.8
- Fixed incorrect GroupCnt and MessageLength in Bulk Order example.
- Added GTC/GTD persistence across trading sessions to BZX and EDGX (Effective in EDGX on 1/26/18 and BZX on 2/2/18).
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| January 24, 2018 | - Version 2.4.9
- Removed reference to EFID needing to be registered in the underlying and Capacity needing to be set to ‘M’ in order to send Bulk Orders for C2 in section 4.1.6.
- GTCs and GTDs that expire on a future date cannot be sent on Bulk Order Ports.
- Added ‘L’ reason code to the list of reason codes in Section 8.
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| January 30, 2018 | - Version 2.4.10
- Added Post Only restriction for Bulk Order message on EDGX Options effective 3/23/18.
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| February 20, 2018 | - Version 2.5.0
- Update GTC/GTD functionality to allow order cancelation after trading sessions ends.
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| March 21, 2018 | - Version 2.5.1
- Updated OSI Root to Underlying symbology for EDGX Options (effective 6/11/18) and BZX (effective 6/25/18) Options.
- Removed AllocQty as an available return bitfield on Trade Cancel or Correct message.
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| March 26, 2018 | - Version 2.5.2
- Updating RoutStrategy (9400) default behavior to ‘SWPA’ for EDGX on 04/13/18 and BZX on 04/19/18.
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| April 4, 2018 | - Version 2.5.3
- Removed Post Only as a valid RoutingInst for Complex Orders on C2. Changed Default Attributed Quote on EDGX to Never.
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| April 10, 2018 | - Version 2.5.4
- CumQty to be populated on leg fills related to complex executions (effective 4/27/18).
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| April 26, 2018 | - Version 2.6.0
- Added optional fields to the Purge Rejected message to accommodate optional return of the MassCancelId field from the associated Purge Request message (Effective 6/29/18).
- Added RestatementReason = S for Ship and Post restatements.
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| May 23, 2018 | - Version 2.6.1
- Defined StrikePrice in the List of Optional Fields.
- Corrected the defintion of LegStrikePrice to an eight byte, Binary Price field.
- Corrected OSI to Underlying Symbology effective dates.
- Additional clarification regarding valid RoutingInst values for BOE Bulk on EDGX and C2.
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| May 30, 2018 | - Version 2.6.2
- MassCancelId moved to bit 8 from bit 1 in byte 15 of the Return Bitfields for a Purge Rejected message.
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| June 29, 2018 | - Version 2.6.3
- Updated MassCancelInst to indicate that 4th character is applicable to both C2 and EDGX. Added detail for 5th character, which was missing from the BOE specification.
- Corrected example for Purge Rejected message.
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| August 7, 2018 | - Version 2.6.4
- Updated information about mass cancel message rate limitations (effective 08/15/18).
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| September 20, 2018 | - Version 2.6.5
- For Cancel Rejected message added MassCancelId as an optional bitfield. (effective 9/14/18)
- Updated Bulk Port Order information to indicate that simple and complex auction responses are now accepted over Bulk Order Ports. (effective 10/5/18).
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| October 8, 2018 | - Version 2.7.0
- Added support for new message types and fields to support new quoting interface.
- Added effective dates for deprecating Bulk Order message type.
- Added support for Risk Reset message.
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| October 19, 2018 | - Version 2.7.1
- Added "R" Quote Reject Reason.
- Added support for C1 Migration Feature Pack 1, including support for complex reserve orders, ClearingOptionalData and EFID Group level risk functionality. Available in Certification effective 11/2/18 and in Production effective 11/29/18.
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| October 26, 2018 | - Version 2.7.2
- Added Side as a required field for Quote Cancelled and Quote Restated messages.
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| November 5, 2018 | - Version 2.7.3
- Clarifications added to the liquidity removal behavior for BOE Bulk/Quoting ports effective with C1 Feature Pack 2.
- Added Complex Post Only value of 'P' to RoutingInst (effective in EDGX and C2 TBD).
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| November 9, 2018 | - Version 2.7.4
- Added support for short form Quote Update message effective with C1 Feature Pack 2.
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| November 16, 2018 | - Version 2.8.0
- New message types, references, and fields in support of Cboe Options migration to Bats Tech.
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| November 20, 2018 | - Version 2.8.1
- Added SubLiquidityIndicator values for QCC and SAM.
- Updated definition for the value 'K' of Quote Restated message RestatementReason field.
- TradingSessionID was named incorrectly and has been replaced by SessionEligibility. This field corresponds to Tag 336 in Cboe FIX. Allowed values have been changed as well as associated input and return bits.
- For Reset Risk message, corrected RiskRoot field length to 6.
- For Bulk Order message example, corrected OsiRoot to RiskRoot.
- Corrected name of optional field from OsiRoot to RiskRoot.
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| November 27, 2018 | - Version 2.8.2
- Added additional RiskResetResult values.
- Added r=invalid remove QuoteResult value.
- Noted that Capacity changes will not be honored when modifying a quote.
- Updated Default Attributed Quote port attribute for Cboe Options Exchange.
- Corrected New Order Cross Multileg message type to 0x5A.
- Udpated effective date for Complex Post only to TBD.
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| December 6, 2018 | - Version 2.8.3
- Added QuoteReason codes D, m, u, and W.
- Removed incorrect MaxFloor and DisplayRange bit fields from New Order Cross Multileg.
- Updated port attribute details for Cancel on Regulatory Halt to indicate Cancel All is default for BZX and EDGX and Cancel None is default for for C1 and C2.
- Added note to the optional fields, Attributed Quote and ClientIDAttr, indicating values available in C1 Feature Pack 4.
- Added note to Default Attributed Quote and Default ClientIDAttr port attributes indicating values available in C1 Feature Pack 4.
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| December 20, 2018 | - Version 2.8.4
- For Reset Risk Acknowledgement message, added <space>=Ignored value to RiskResetResult field.
- Updated
New Order Cross Multileg, Price field description to remove "Must be non-negative". - Updated optional field ExecInst description to indicate it is used for
New Order Cross Multileg. - "Invalid Remove" quote result was incorrectly identified as ‘s’ and was updated to be ‘r’ in Quote Update Acknowledgement message.
- Attributing by ClientIDAttr requires a value of "C" rather than "X" for the AttributedQuote field.
- Clarified use case and allowable granularity for SendTime on Quote Update message.
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| January 11, 2019 | - Version 2.8.5
- Updated description of FloorDestination.
- Corrected default value Default FloorRoutingInst port attribute to 'E' for Electonic only.
- Regarding
Login Response, clarified that while a subset of units can be provided in the Login Request, all units will be provided in the Login Response. - Added support for MIAX Emerald routing (effective 03/01/19).
- Added Floor Routing protocol feature for C1.
- Added support for Not Held orders (ExecInst (18) = 1) for C1.
- Updated descriptions for Cancel on Disconnect and Cancel on ME Disconnect Port Attributes for Bulk Quoting Ports.
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| January 17, 2019 | - Version 2.8.6
- Updated description of intra-day changes made to Port Attributes.
- For the Quote Update Acknowledgement message, removed "J" as a value for QuoteResult as it was replaced by newer rejection values.
- Added effective date for Complex Post only (EDGX 01/30/19 , C2 02/06/19).
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| February 06, 2019 | - Version 2.8.7
- Added Order Reason Code '
z' to section 8.1. - Market orders are implicitly IOC for non-complex orders only.
- Added Simple Order Auction information related to BAM/AIM, SUM, and QCC for C1 Feature Pack 5.
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| February 19, 2019 | - Version 2.8.8
- Support added for Floor Represenation restatements. Additional Protocol Feature added.
- Added SessionEligibility of "A" to Quote Update message.
- Updated reference to SessionEligibility FIX Tag, from 336 to 22017.
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| March 1, 2019 | - Version 2.8.9
- Added new value of f=Unsolicited Floor Action to RestatementReason field on Order Restated message.
- Updated
New Complex Order message type to not support legging in to the simple book on cross product spreads.
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| March 13, 2019 | - Version 2.8.10
- Updated effective date for SAM auctions to 04/29/19.
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| March 18, 2019 | - Version 2.8.11
- Added note identifying deprecation of RestatementReason Q = Liquidity on
RestatementReason field. - Added notes identifying tags supporting AON Orders effective in C1 Feature Pack 6.
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| March 29, 2019 | - Version 2.9.0
- Removed Bulk Order message types and optional fields.
- Updated defaults for Cancel on Regulatory Halt port attribute.
- Replaced all references to BAM with AIM.
- Added TiedHedge optional field to New Complex Order message.Moved FrequentTraderID to the repeating group of New Order Cross and New Order Cross Multileg messages.
- Updated GTH trading hours to end at 9:15 a.m. ET.
- Renamed Late-Limit-On-Open orders to Settlement Liquidity orders.
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| April 16, 2019 | - Version 2.9.1
- Added clarification setting and using Match Trade Prevention (MTP) with BOE Bulk Quoting Ports and Quote Update messages.
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| May 2, 2019 | - Version 2.9.2
- Added EquityPartyId to Return Bitfields for Order Acknowledgement, Cross Order Acknowledgement, Order Rejected, Cross Order Rejected, Order Cancelled, Cross Order Cancelled and Order Execution messages.
- Added EquityPartyId to the Input Bitfields for
New Complex Order and New Order Cross Multileg. - Added clarification to MassCancelInst behavior when the Clearing Firm Filter is set to ‘F’.
- Updated instructions for handling of LegPositionEffect for complex symbols with an equity leg.
- Updated GTH and added SessionEligibility field on QuoteUpdate message for C2 and EDGX, effective with C1 Feature Pack 7.
- Added note indicating reserve orders (MaxFloor greater than 0) will be rejected for Cboe proprietary classes, effective with C1 Feature Pack 7.
- Updated effective date for SAM auctions to TBD.
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| May 15, 2019 | - Version 2.9.3
- Added clarification to the Bulk Quote port order acceptance table on page 10.
- Added PostingInstruction values of 'N' and 'R' on the Quote Update and Quote Update Short messages. Added note indicating Quote Update Acknowledgement and Quote Cancelled messages will be unsequenced effective 07/08/19.
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| May 31, 2019 | - Version 2.9.4
- Added SubLiquidityIndicator value of "U" for Market Turner on C1.
- Corrections to
New Complex Order example.
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| June 14, 2019 | - Version 2.9.5
- Added QuoteResult values of a, c, v, and V to
Quote Update Acknowledgement message. - Corrected corresponding FIX Tag value for EquityTransactTime.
- Added note indicating New Order Cross Multileg message will be supported on EDGX, effective on EDGX with C1 Feature Pack 8.
- Added TimeInForce optional field value of ‘ 7=At the Close ‘, effective on BZX, C2, and EDGX with C1 Feature Pack 8.
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| June 28, 2019 | - Version 2.9.6
- Added notes indicating EquityExDestination, EquityLegShortSell, and EquityPartyID optional fields will be effective on EDGX with C1 Feature Pack 9.
- Add clarification to Quote Update Acknowledgement messages and Quote Cancelled message regarding messages changing to unsequenced effective 07/08/19.
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| July 10, 2019 | - Version 2.9.7
- Clarified preferred use of underlying symbol when specifying RiskRoot field.
- Updated effective date for C-AIM on EDGX to TBD.
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| July 16, 2019 | - Version 2.9.8
- Clarified statement regarding availability of Quote related messages over ODROP and FIXDROP as Quote Execution messages will be the only Quote related messages available.
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| July 31, 2019 | - Version 2.10.0
- Added Add Floor Trade, Add Floor Trade Rejected, Floor Trade Confirmation, Floor Trade Confirmation Rejected, Delete Floor Trade, Delete Floor Trade Rejected and Delete Floor Trade Acknowledgement message types for C1 only.
- Added TradeThroughAlertType and SenderLocationID optional return bitfields for Order Execution message only for C1 only.
- Corrected MessageType hexadecimal value to 0x28 in Order Restated message example.
- Added Enable Floor Trade Notifications and Floor Trade Notification Symbology in the Port Attributes section.
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| August 9, 2019 | - Version 2.10.1
- Added clarification for OpenClose field in New Order Cross and Add Floor Trade messages for orders with OrderCapacity of M or N.
- Changed Return Bitfield EquityNBBOProtect to "Reserved".
- Updated notes for FloorRoutingInst to indicate that when FloorRoutingInst is "D" or "X", RoutingInst must be set to "B" or "R" for simple orders.
- Updated effective date for C-AIM on EDGX to 8/22/19.
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| August 23, 2019 | - Version 2.10.2
- Added FloorTraderAcronym as an optional return bit (byte 17) for the Order Execution message.
- Removed language indicating Cabinet and Sub-cabinet orders can have a TimeInForce(59) value of "GTD" or "IOC" since GTD and IOC orders cannot route to the floor.
- Updated Order Modified Return Bitfield to indicate Symbol field on second byte can be specified for a message.
- Clarified ContraBroker and ContraTrader to provide detail about what information will be provided for trades on the Cboe Options trading floor and for complex trades.
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| August 30, 2019 | - Version 2.10.3
- Removed note indicating a new OrderID will be assigned for an existing quote on a quote update.
- Added clarification to Crossed Market Cancel/Reject port setting indicating quotes are always accepted, even in a crossed market.
|
| September 5, 2019 | - Version 2.10.4
- Series restricted to closing only will accept opening transactions from both M and N capacities.
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| September 18, 2019 | - Verstion 2.10.5
- Removed "3=Entire multi-leg instrument package" from MultilegReportingType in
Add Floor Trade message as this value is not valid. - Added PriceType field to
Floor Trade Confirmation, Floor Trade Notification, and Floor Trade Confirmation Rejected. - Clarification added for rejects related to an invalid ExecInst value. If a value is supported on one message type, but invalid for another message type, then that will result in a reject.
- Self imposed risk lockouts will impact ability to send new orders or quotes, but not impact the ability to modify or cancel resting orders or quotes that are still live.
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| October 2, 2019 | - Version 2.10.6
- Corrected PriceType field example for Floor Trade Confirmation, Floor Trade Notification, and Floor Trade Confirmation Rejected messages.
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| October 3, 2019 | - Version 2.10.7
- Added note indicating Cancel on ME Disconnect port attribute timeout is 15 minutes for C1.
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| October 15, 2019 | - Version 2.10.8
- Added values to Side optional field for "5=Sell Short (stock leg only)" and "6=Sell Short Exempt (stock leg only)" (C1 and EDGX only).
- Added Market Order NBBO Width Protection, Drill-Through Protection for Lmit Orders, and Exchange Default Fat Finger Limits subsections under Protocol Features.
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| November 7, 2019 | - Version 2.10.9
- Added notes indicating that the ‘at’ sign, pipe, and double quote characters are not permitted in the ClOrdID, CrossID, and QuoteUpdate fields (effective 01/13/20).
|
| November 12, 2019 | - Version 2.10.10
- Updated Hours of Operation table, indicating GTH will be sunset on C2 and EDGX effective 11/22/19.
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| December 3, 2019 | - Version 2.10.11
- Added notes indicating system will change RoutingInst = Q to ‘P’ upon the deprecation of Partial Post Only at Limit. They system will also ignore MaxRemovePct, effective 12/16/19 (BZX only).
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| January 14, 2020 | - Version 2.10.12
- Added note indicating that reason codes are followed by free-form text that may vary from the text listed in the specification, to provide clarification of the reject reason. Added F=Could not reflect to consolidated quote (OPRA) as reason code.
- Added SendTime as optional input bitfield (byte 2) on the Cancel Order and Purge Order messages (effective 3/31/20).
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| January 17, 2020 | - Version 2.10.13
- Added note indicating that EDGX will support SAM and C-SAM auctions, effective 2/3/20.
|
| January 28, 2020 | - Version 2.10.14
- Added note to the Quote Update section, clarifying that a zero value price and/or size can be used to delete a quote.
- Updated description of SendTime field in Quote Update message and List of Optional Fields table.
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| January 30, 2020 | - Version 2.10.15
- Added note indicating RoutingFirmID will be effective on BZX effective 3/2/20.
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| February 3, 2020 | - Version 2.10.16
- Added ExecLegCFICode as an optional return bit (byte 17) for the Order Execution message. Effective on C1, C2, and EDGX 2/19/20.
|
| March 10, 2020 | - Version 2.10.17
- Updated Return Bitfield tables with bytes 16 and 17.
- Updated LegRatioQty for New Complex Instrument and Complex Instrument Accepted messages to support increase of maximum leg quantity and maximum package price for complex orders (effective on C1, C2, and EDGX 04/13/20).
|
| March 27, 2020 | - Version 2.10.18
- Updated Quotes Reason Codes for ‘n’ and ‘x’ (effective on 03/19/20 for EDGX, 03/20/20 for C2 and BZX, and 03/23/20 for C1).
- Added notes indicating Quote Update messages entered via a BOE Bulk Quoting port will only be supported for Market Makers (capacity = M) and a valid, non-zero value for the SendTime refiled for any Quote Update messages (effective 4/24/20).
- Made a small correction in the Complex Instrument Accepted message example.
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| April 22, 2020 | - Version 2.10.19
- Updated Quote Reason Code ‘t’.
- Updated the AutoMatchPrice description for more clarity.
- Effective date updated to 7/10/20 for BOE Bulk Quoting port support restriction to Market Makers and requirement for non-zero SendTime value.
|
| April 27, 2020 | - Version 2.10.20
- Noted Notional Exposure Tracking to be deprecated on 5/8/20.
|
| April 28, 2020 | - Version 2.10.21
- Added note indicating the rate limit at which identical Mass Cancel and Purge Order messages will be accepted will be changed from 20 to 10 messages per second per port (effective 5/27/20). Clarified description of Capacity value 'N' from "Non-Cboe Market Maker" to "Away Market Maker".
|
| May 22, 2020 | - Version 2.11.0
- Added Maximum Open Order Limits section. Updated ContraBroker field values in Example Order Execution Message.
- Updated New Order Cross message table.
- Added note indicating the rate limit at which identical Risk Reset messages will be accepted will be changed from 1 per second to 1 per 100 ms per port (effective 5/27/20).
- Added new Subreason and CancelSubreason fields to better inform members on the reason why an order was cancelled or rejected. Also added newe RiskReset values to allow for rest or self-imposed lockout without resetting risk counters (effective 8/3/20).
|
| July 7, 2020 | - Version 2.11.1
- Added EquityExDestination (22016) value of ‘P’ for Penserra (effective 8/10/20).
- Added CrossInitiator (22026) field in New Order Cross Multileg and New Order Multileg messages (C1 and EDGX Only) (effective 8/10/20).
- Updated and removed values from SubreasonText (22058) and RiskReset (7692).
|
| July 8, 2020 | - Version 2.11.2
- Added date for deprecation of MassCancel and MassCancelLockout messages (effective 10/12/20).
|
| July 28, 2020 | - Version 2.11.3
- Clarified SubLiquidityIndicator value of B = Step Up Mechanism (C1 and EDGX Only).
- Updated Drill-Through Amount table and default values for DrillThruProtection (effective 08/05/20).
|
| August 5, 2020 | - Version 2.11.4
- Updated Return Bitfield tables for Order Rejected, Order Canceled, and Cancel Rejected messages to indicate ClearingOptionalData is an optional field (effective 08/28/20).
- Corrected SubLiquidityIndicator value for QCC from 'q' to 'Q'.
|
| August 20, 2020 | - Version 2.11.5
- Added new Purge Notification message and Acknowledgement Style value of "A" for second character of MassCancelInst optional field (effective 9/25/20).
|
| September 23, 2020 | - Version 2.11.6
- Added
Purge Notification to return bitfields section. No optional fields may be selected for Purge Notification but fields may be added over time. - Updated note for Order Execution message, adding C1 as applicable platform for complex orders.
|
| September 28, 2020 | - Version 2.11.7
- Added EquityExDestination (22016) values of 'F',’L’, and ‘S’ (effective 10/7/20).
|
| October 6, 2020 | - Version 2.11.8
- Added CrossType value of ' 4=Position Compression Cross ("PCC") on New Order Cross and New Order Cross Multileg messages (C1 Only) (effective 10/28/20 10/29/20).
- Updated description of MassCancelLockout field in Purge Notification message to indicate Y = lockout or 'N' =no lockout.
|
| October 14, 2020 | - Version 2.11.9
- Added note indicating Complex PCC orders cannot be composed of both SPX and SPXW in the same instrument. Added SubLiquidityIndicator value of P=PCC (C1 Only) (effective 10/28/20 10/29/20).
- Updated drill-through procedures to be iterative (effective 11/9/20 on EDGX and 11/10/20 on BZX, C1, and C2)
|
| October 29, 2020 | - Version 2.11.10
- Added note to description of Capacity optional field indicating the Capacity field must be set to M for all Quote Update messages.
- Updated description of CrossType in List of Optional Fields to include '4'=PCC ((C1 Only) and added note to Compression description to indicate when CrossType = 4 Compression field should not be specified (effective 10/28/20 10/29/20).
- Updated the Floor Trade Notification message due to a typo in the offset of the MaturityDate field and all fields that come after it in the message.
- Added SendTime as required field for Cancel Order and Purge Order messages (effective 01/29/21).
|
| November 2, 2020 | - Version 2.11.11
- Corrected Cancel Order message description and updated examples. Corrected Purge Order message description by adding Reserved field in place of deprecated MassCancelInst and updated example.
|
| November 5, 2020 | - Version 2.11.12
- Updated iterative drill-through procedures effective date (effective 11/16/20 on EDGX and 11/17/20 on BZX, C1, and C2)
|
| December 17, 2020 | - Version 2.11.13
- Added CrossType value of ' 5=Related Futures Cross ("RFC") on New Order Cross Multileg message (C1 Only) (effective 01/19/21). Added SubLiquidityIndicator value of F=RFC (C1 Only) (effective 01/19/21).
- Added note to ClearingAccount field indicating when Capacity is set to "M" for Market-Maker, any unregistered accounts in this field will cause the quote or order to be rejected with a reason code of "A" and sub-reason code "L". Added new subreason code, L=Unregistered MM Account (effective 02/08/21).
|
| January 14, 2021 | - Version 2.11.14
- Clarified description of 2nd character (Acknowledgement Style) value "M" for MassCancelInst field.
- Clarified that invalid EFID values specified in OnBehalfOfCompId will result in rejects of MassCancelInst or Purge Requests.
- Added notes to QuoteUpdate message and ClearingAccount field indicating when Capacity is set to "M" for Market-Maker, any unregistered accounts in this field will cause the quote sent via the Quoting Interface to be rejected with a reason code of "C" (effective 02/08/21).
|
| February 3, 2021 | - Version 2.11.15
- Updated effective date for changes to QuoteUpdate message and ClearingAccount field indicating when Capacity is set to "M" for Market-Maker, any unregistered accounts in this field will cause the quote sent via the Quoting Interface to be rejected with a reason code of "C" (effective 03/01/21).
|
| February 10, 2021 | - Version 2.11.16
- Added Section 1.6.1 - Architecture to provide high level overview of protocol architecture and source IP blocking feature.
- Added Section 1.6.12 - Stale NBBO to describe system behavior when SIP NBBO is unavailable.
- Added "Forced Open Cancel Instruction" to Port Attributes table (effective 3/12/21 for EDGX, 3/15/21 for BZX, C1, C2).
|
| February 22, 2021 | - Version 2.11.17
- Added "EFID Filter for Purge Ports" to Port Attributes table (effective 3/17/21).
|
| March 25, 2021 | - Version 2.11.18
- Section 1.6.12 (Floor Routing) - Corrected list of example conditions which cause default routing to theFloor.
- Added Curb session hours (effective 04/25/22 TBD 02/07/22 TBD 09/27/21 Q3 2021).
- Added new section 1.3.1 on holiday sessions (effective 11/21/21 Q4 2021).
- Added new section 1.6.5 on cancellation of carried orders between trading sessions (effective 04/25/22 TBD 02/07/22 TBD 09/27/21 Q3 2021).
- Updated description of SessionEligibility message (effective 01/24/22 TBD 09/27/21 Q3 2021).
- Updated 4.1.10 on risk reset between GTH and Curb session (effective 04/25/22 TBD 02/07/22 TBD 09/27/21 Q3 2021).
|
| April 5, 2021 | - Version 2.11.19
- Added note indicating Fat Finger checks are not applicable for any floor-based Multi-Class Spread limit orders(effective 04/20/21).
|
| April 15, 2021 | - Version 2.11.20
- Updated section 4.1.7 to clarify quote cancellation behavior when a trading day spans multiple calendar days.
|
| May 13, 2021 | - Version 2.11.21
- Updated Curb session related effective dates to 01/24/22 TBD 09/27/21.
|
| June 08, 2021 | - Version 2.11.22
- Updated CumQty Section for C1 Floor Specific Handling.
- Removed FrequentTraderID from Modify Order message as this functionality is not being used on the Modify Order message.
- Added new optional field LegPositionEffectsExt to accommodate maximum of 16 legs allowed on complex orders (effective 08/25/21 08/09/21).
|
| June 15, 2021 | - Version 2.11.23
- Updated effective date for extended GTH session to 11/21/21.
|
| August 2, 2021 | - Version 2.11.24
- Updated Modify Order Input Bitfield table to indicate that FrequentTradeID cannot be requested for the Modify Order message.
- Updated effective date for optional field LegPositionEffectsExt to accommodate maximum of 16 legs on complex orders (effective 08/25/21).
|
| August 24, 2021 | - Version 2.11.25
- Updated sections 4.1.7 (Quote Update) and 1.6.6 (Display Indicator Features) to note that quotes will be accepted if priced through the NBBO within a configurable buffer (effective 09/15/2021).
|
| August 25, 2021 | - Version 2.11.26
- Updated Curb session effective date to 01/24/22 TBD.
|
| September 9, 2021 | - Version 2.11.27
- Added new value of "B" (RTH+Curb) for SessionEligibility message (effective 01/24/22 TBD).
|
| September 28, 2021 | - Version 2.11.28
- Added new "I" value to MassCancelInst , indicating multi-unit cancel acknowledgments; added new SourceMatchingUnit field to
Mass Cancel Acknowledgement. (effective 11/15/21). - Added TradeDate to list of Optional Fields and added note indicating TradeDate will be available on the Order Execution message (effective 11/21/21).
|
| October 15, 2021 | - Version 2.11.29
- Added ‘I’ value to PostingInstruction on Quote Update and Quote Update Short messages (Effective 12/10/21 for EDGX and 12/12/21 for BZX/C1/C2).
|
| October 21, 2021 | - Version 2.11.30
- Added new subreason code S=Minimum size requirement not met (effective 11/28/21).
|
| November 4, 2021 | - Version 2.11.31
- Updated Curb session effective date to 04/25/22 TBD 02/07/22.
- Updated Hour of Operation to eliminate Sunday 7:15 p.m. GTH Order Acceptance time.
- Updated Holiday Session Figure 1.
- Updated effective date for new SessionEligibility message value of "B" (RTH+Curb) to 01/24/22.
- Added clarification to description of MassCancelInst value 'I' to indicate that message type must be
Purge Orders; Mass Cancel.
|
| November 12, 2021 | - Version 2.11.32
- Added new optional Held field that will be available on
New Order , New Order Complex , and Execution Report messages (C1 Only) (effective 12/12/21).
|
| December 1, 2021 | - Version 2.11.33
- Added note to section 1.6.6 indicating certain functionality is BZX only.
- Corrected reference to FIX Tag 439 (ClearingFirm).
- Added clarifying note to section 1.6.7.5 to indicate that Quotes that cross the NBBO or displayed Cboe book will be accepted if within a configurable buffer.
- Added I=IOC Quote Accepted to QuoteResult field.
|
| December 3, 2021 | - Version 2.11.34
- Clarified description of optional Held field to indicate default value of 'N' applies when an order is directed to a Non-PAR Official (C1 Only) (effective 12/12/21).
|
| December 16, 2021 | - Version 2.11.35
- A Logout message will also be sent for any ports that are connected when the Options Exchanges shut down (effective 01/09/22).
|
| January 13, 2022 | - Version 2.11.36
- Updated US Holiday Trading Hours graphic.
- Noted that CAT reporting requirements mandate that QuoteUpdateID is unique for each Quote Update message sent to the Exchange.
- Added a new MatchingUnit field to Optional Fields and Purge Order Bitfield (effective 02/11/22 for EDGX and 02/14/22 for C1, C2, and BZX).
- Updated Purge Orders section indiciating that CustomGroupID or EFID (ClearingFirm) purges with no RiskRoot may be directed to a specific matching unit using the MatchingUnit optional field (effective 02/11/22 for EDGX and 02/14/22 for C1, C2, and BZX).
|
| January 21, 2022 | - Version 2.11.37
- Duplicative Order Protection Time Threshold to be sunset (effective 02/27/22).
- Duplicative Order Protection Order Count will look at consecutive orders (effective 02/27/22).
|
| February 1, 2022 | - Version 2.11.38
- Updated Curb session effective date to 04/25/22 TBD.
|
| February 22, 2022 | - Version 2.11.39
- Added a new section 1.6.7.3 to detail Stop or Stop Limit Orders Drill-Through Handling (TBD effective 03/28/22).
- Noted that if both sides of a complex/spread trade are on the same order entry session, Cboe does not guarantee that the leg executions will not be interleaved between sides.
|
| March 7, 2022 | - Version 2.11.40
- MaxRemovePct field to be sunset on BZX (effective 05/06/22), C1 (effective 05/08/22), and C2/EDGX (effective 05/09/22).
|
| March 14, 2022 | - Version 2.11.41
- Changed effective date for updated Stop/Stop Limit Drill-Through Handling to TBD.
|
| April 4, 2022 | - Version 2.11.42
- Updated Curb session effective date to 04/25/22.
|
| November 7, 2022 | - Version 2.11.43
- Updated OrdType = 1 (Market) to indicate market and stop orders are not supported during GTH or Curb sessions.
- The maximum allowed message rate is 1 msg/sec for test products.
- The length of LoginResponse will vary depending on acceptance or rejection of the LoginRequest.
- Added XSP to GTH and Curb sessions (effective 12/11/22).
|
| November 30, 2022 | - Version 2.11.44
- Stop/Stop Limit orders will only elect based off of RTH quotes and trades (effective 12/18/22).
|
| January 24, 2023 | - Version 2.11.45
- Updated Architecture and Message in Flight Settings section (BZX only) (effective 03/24/23).
|
| February 27, 2023 | - Version 2.11.46
- Updated OpenClose to indicate if the leg is limited to closing only transactions, only Capacity = M or ‘N’ will be permitted to submit OpenClose = O if the order has TimeInForce= ‘3’ (IOC) and RoutingInst = B, or the order has a RoutingInst = P.
- Updated LegPositionEffect, LegPositionEffects and LegPositionEffectsExt to indicate if the leg is limited to closing only transactions, only Capacity = M or ‘N’ will be permitted to submit OpenClose = O if the order has TimeInForce= ‘3’ (IOC) and RoutingInst = B.
|
| March 29, 2023 | - Version 2.11.47
- 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.
|
| April 17, 2023 | - Version 2.11.48
- Added effective dates to Architecture and Message in Flight Settings section (effective 04/28/23 on EDGX, 05/12/23 on C2, and 5/29/23 on C1).
|
| May 2, 2023 | - Version 2.11.49
- Updated Bulk Quoting Port Quote/Order Behavior Matrix section.
|
| May 15, 2023 | - Version 2.11.50
- Added TargetMatchingUnit to the Reset Risk message (effective 06/12/23).
|
| June 13, 2023 | - Version 2.11.51
- Updated sections 1.6.7.2 and 1.6.7.3 to include drill-through handling enhancements (effective 08/07/23 07/17/23 on C1).
|
| June 15, 2023 | - Version 2.11.52
- Updated priority treatment of no-change quotes, added new QuoteResult value of ‘O’ (Unknown quote), and noted modifications to quotes or orders will result in the same time priority behavior (effective 10/25/23 08/16/23 on C2, and 10/30/23 08/21/23 on BZX, C1, and EDGX).
|
| July 20, 2023 | - Version 2.11.53
- Added RiskResetResult = M (invalid matching unit).
- Updated OpenClose to indicate if the leg 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.
- Updated LegPositionEffect, LegPositionEffects and LegPositionEffectsExt to indicate if the leg 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
|
| July 28, 2023 | - Version 2.11.54
- Clarified that Price is optional on
Modify Order requests for market orders. - Added new ExDestination value of ‘M’ (MEMX) and added new ContraBroker value of ‘MEMX’ (effective 08/07/23).
- Updated effective dates for priority treatment of no-change quotes, new QuoteResult value of ‘O’ (Unknown quote), and modifications to quotes or orders that will result in the same time priority behavior (effective 10/25/23 on C2, and 10/30/23 on BZX, C1, and EDGX).
|
| August 4, 2023 | - Version 2.11.55
- Updated effective dates for drill-through handling enhancements on C1, and updated drill-through parameter ranges (effective 08/07/23).
- Updated
Purge Orders to indicate that MassCancelInst must be populated and ClearingFirm is only required if a list of configured/allow EFIDs has not been configured on the session.
|
| August 15, 2023 | - Version 2.11.56
- Updated effective date for drill-through handling enhancements on C2, BZX, and EDGX (effective 08/25/23).
|
| August 22, 2023 | - Version 2.11.57
- TransactionTime in Mass Cancel Acknowledgement messages will indicate the time the event occurred in the Cboe Matching Engine (effective 09/05/23).
|
| October 30, 2023 | - Version 2.11.58
- Updated the identical Purge message definition to include MatchingUnit (effective 11/13/23).
|
| December 18, 2023 | - Version 2.11.59
- Clarified that if OrderCapacity is not set to "M: or "N" and ClearingAccount is populated, the order will be (by default) rejected on C1 and C2 and accepted on BZX and EDGX Only.
- Updated TradeTime to FloorTradeTime.
- Added new return bitfield, FloorTradeTime, which will be available as byte 19, bit 1 of the Order Execution message (C1 only) (effective 01/16/24).
|
| January 10, 2024 | - Version 2.11.60
- Clarified that the "Default EquityPartyID" port attribute is applicable to C1 and EDGX only.
- Added a new "Default EquityExDestination" port attribute (effective 04/29/24 03/11/24).
|
| February 2, 2024 | - Version 2.11.61
- Updated section 1.6 to include latency expectations as well as Members/TPH's responsibility to monitor the status of the messages they send to the exchange.
|
| February 12, 2024 | - Version 2.11.62
- Added new return bitfield, EquityExDestination, which will be available as byte 19, bit 2 of the Order Execution message (C1 and EDGX only) (effective 04/29/24 03/11/24).
|
| March 8, 2024 | - Version 2.11.62
- Clarified the CrossInitiator (C1 and EDGX only) description to indicate that the MPID field is required on orders routed to destinations via NYSE Chicago using EquityExDestination (22016).
- Updated EquityExDestination port attribute and bitfield effective date to 04/29/24.
|
| April 22, 2024 | - Version 2.11.63
- Clarified Account (1) accepts all characters in ASCII range 33-126.
- Noted a maximum of 1,295 Modify Order requests may be made to a single order each trading day.
|
| June 21, 2024 | - Version 2.11.64
- Clarified that RiskResetResult value <space>=Ignored; exceeds 1 reset per 100 milliseconds in Reset Risk Ackowlegement messages.
- Added ExDestination (100) = w (MIAX Sapphire) and ContraBroker (375) = SPHR.
|
| July 1, 2024 | - Version 2.11.65
- Added CrossOnBehalfOfID (FIX Tag 22028) to New Complex Order and New Order Cross Multileg (C1 and EDGX only) (effective 07/22/24).
|
| July 22, 2024 | - Version 2.11.66
- Added new Section 1.2 - Certification Requirement.
- Effective 08/26/24, GTH will be extended until 9:25 a.m. ET (C1 only).
|
| August 28, 2024 | - Version 2.11.67
- Updated drill-through amounts (effective 09/16/24).
|
| September 3, 2024 | - Version 2.11.68
- Removed pending drill-through changes.
|
| December 6, 2024 | - Version 2.11.69
- Added BZX Options will sunset BOEv2 effective 03/24/25 02/23/25.
|
| January 15, 2025 | - Version 2.11.70
- Updated with Cboe Titanium branding.
|
| January 27, 2025 | - Version 2.11.71
- Effective 02/10/25, members can optionally choose to reject the AIM auction rather than have the starting price adjusted to meet NBBO requirements using AutoMatch options '3' and '4'. AutoMatchPrice will be required if AutoMatch is set to '2' or '4'. (C1 and EDGX only)
|
| February 10, 2025 | - Version 2.11.72
- Updated BZX Options BOEv2 sunset date to effective 03/24/25.
|
| March 18, 2025 | |
| March 24, 2025 | - Version 2.11.74
- Removed BZX Options from this specification.
|
| March 28, 2025 | - Version 2.11.75
- Updated Wide Market Protection effective date to TBD.
|
| March 31, 2025 | |
| April 11, 2025 | - Version 2.11.77
- Effective 04/25/25 on EDGX and 04/28/25 on BZX, C1, and C2, any Quote Update message with a QuoteCnt larger than '1' and a PostingInstruction = I (Book Only, IOC) will be rejected.
|
| May 30, 2025 | - Version 2.11.78
- Removed that orders may be included with attributed summary information displays related to quote/trade information on the Cboe website from AttributedQuote.
|
| July 2, 2025 | - Version 2.11.79
- Added new Complex Quote Update, Complex Quote Update (Short), and Complex Quote Execution messages (effective 09/15/25 08/18/25).
- Updated Quote Update Acknowledgment message fields to indicate it is sent in response to Quote Update and Complex Quote Update messages (effective 09/15/25 08/18/25)..
- Updated Quote Update Rejected message fields to indicate it is sent in response to Quote Update and Complex Quote Update messages (effective 09/15/25 08/18/25).
- Updated Quote Update Acknowledgment, Quote Update Rejected, Quote Restated, and Quote Cancelled message fields to indicate they are sent in response to Quote Update and Complex Quote Update messages (effective 09/15/25 08/18/25).
- Updated BOE Bulk Quoting Ports description, Order Acceptance table, and Order Behavior Matrix to add the new Complex Quote Update message for introducing complex instrument quotes (effective 09/15/25 08/18/25).
|
| July 8, 2025 | - Version 2.11.80
- Effective 09/08/25, the DateTime data type will begin populating the nanoseconds portion.
- Added "Send Nanoseconds" port attribute (effective 09/08/25).
- Updated OrigTime to indicate that the GMT date and time of the original trade will be available in nanoseconds (effective 09/08/25).
|
| July 25, 2025 | - Version 2.11.81
- Updated Cowen to TD Securities (USA) LLC.
|
| August 4, 2025 | - Version 2.11.82
- Updated description of PriceType to include 1 = Traded as percentage on Floor Trade Confirmation Messages.
|
| August 11, 2025 | - Version 2.11.83
- Updated Complex Quote Update, Complex Quote Update (Short), and Complex Quote Execution messages and complex order functionality effective date to 09/15/25.
|
| August 12, 2025 | - Version 2.11.84
- Updated Quote Update Acknowledgment message to indicate that for quotes which may remove liquidity or which may post and cause additional Matching Engine action to be taken QuoteResult values of D or d will be returned. In these cases, executions, cancellations, or modifications (as needed) will immediately follow as additional messages.
|
| August 15, 2025 | - Version 2.11.85
- Updated CustomGroupIDCnt description to indicate a maximum of 10 integers are allowed.
|
| August 20, 2025 | - Version 2.11.86
- Updated Carried Order Restatements to indicate that GTC, GTD, and Day orders entered during partial holiday sessions can also persist between multiple trading sessions.
- Updated Cancellation of Carried Orders Between Trading Sessions to indicate that at the scheduled end of trading for a product, cancellation requests for persisted orders in that product will be rejected with reason O: Order known, but cannot be canceled at this time until after the system restart completes.
|
| September 8, 2025 | - Version 2.11.87
- Removed "Send Nanoseconds" port attribute.
|
| September 11, 2025 | - Version 2.11.88
- Updated List of Optional Fields to include new StrategyID (C1 Only) values F = CompressionForum , B = BoxSpread, and A = BoxSwap.
|
| September 15, 2025 | - Version 2.11.89
- Corrected length of the Price field in the repeating group of the Complex Quote Update (Short) message from 8 to 4.
- Corrected length of price Reserved field in the body of the Complex Quote Update (Short) message from 15 to 3.
- Corrected length of the Reserved field in the repeating group of the Complex Quote Update (Short) message from 12 to 2.
- Corrected offset values in the Complex Quote Update (Short) message.
- Corrected MessageLength field in Complex Quote Update (Short) message from 145 to 81 bytes.
- Removed effective dates (effective 09/15/25) for Complex Quoting messages and fields.
|
| October 3, 2025 | |
| October 20, 2025 | - Version 2.11.91
- Renamed "Drill-Through Protection for Simple Limit Orders" to "Drill-Through Protection for Simple Orders".
- Updated Hours of Operation to remove reference to specific products traded in GTH, replacing it with "GTH-eligible Products".
|
| October 31, 2025 | - Version 2.11.92
- Cboe Titanium U.S. Options BOE protocol will be sunset on 11/02/26.
|
| November 25, 2025 | - Version 2.11.93
- Removed Stale NBBO from the Cboe Titanium U.S. Options BOE specification
|
| December 8, 2025 | |
| December 16, 2025 | - Version 2.11.95
- Clarified that NumberOfPurge is NumberOfPurgeOrderBitfields in Table 51 of Purge Order messages.
|
| January 7, 2026 | - Version 2.11.96
- Added new SubLiquidityIndicator value U = Market Turner (C1 Only) for Quote Execution messages.
- Removed SubLiquidityIndicator value Q = QCC (C1 and EDGX Only) from Quote Execution messages.
|
| January 12, 2026 | - Version 2.11.97
- Updated Carried Order Restatements to explain restatements will be sent at the new order carry over time (effective 02/02/26).
|
| January 13, 2026 | |
| January 20, 2026 | |
| February 10, 2026 | - Version 2.11.100
- Updated Nasdaq BX to Nasdaq Texas.
- Added TargetMatchingUnit to the set of values that make a Reset Risk message unique (effective 02/16/26).
|
| February 27, 2026 | - Version 2.11.101
- In Wide Market Protection, updated WMP Determinants table to include all proprietary index products (effective 03/09/26).
|
| April 6, 2026 | |
| April 15, 2026 | |
| May 14, 2026 | |
| June 12, 2026 | - Version 2.11.105
- Updated planned expansion of C1 trading hours for select equity options to 08/17/26.
|
| June 29, 2026 | |
| June 30, 2026 | - Version 2.11.107
- Updated RoutingInst (FIX Tag 9303) in List of Optional Fields, indicating S=Expose order via Step-Up Mechanism (SUM) will be applicable to C2 effective 09/04/26.
|
| July 6, 2026 | - Version 2.11.108
- Updated Account to indicate that when clearing OCC, the value is passed to clearing in the Clearing Member Optional Data field (16 characters) and the Customer ID field (10 characters). When clearing Cboe Clear U.S., the value is passed in the Customer Account Number field on List of Optional Fields and Add Floor Trade Messages.
- Updated Default Account Port Attribute description to Default Account to be used if none is sent on inbound messages. Allows up to 16 characters (ASCII 33-126).
|
| July 7, 2026 | |
| August 6, 2026 | - Version 2.11.110
- Added ContraBroker values IEX and MXTO, and ExDestination values I and J for IEX Options and MX2 Options.
|
| August 10, 2026 | - Version 2.11.111
- Updated planned expansion of C1 trading hours for select equity options to TBD.
|
| August 14, 2026 | |
| August 17, 2026 | - Version 2.11.113
- Effective 08/24/26, the drill-through preset duration will be 100 ms for all products on all Exchanges, and WMP will be initiated up until the close of the RTH or Curb trading sessions.
- Updated effective date to 09/28/26 for deprecate Lockout instruction on Mass Cancel messages.
|
