Complex Auction Multicast PITCH

The Complex Auction Multicast PITCH feed is used to receive real-time auction updates, execution information, and complex instrument definition information related to Complex Order Auctions, direct from the Exchange. The Complex Auction Multicast PITCH feed does not include information about any Opening Auctions.

Complex instruments are published using the Complex Instrument Definition message each time a new complex instrument is created.

Auction Notification messages are used to disseminate order details of each COA. Auctions will end after a defined time period known as the exposure period.

Auction Trade messages are used to disseminate executions resulting from a COA.

Additional details can be found within the Cboe Titanium U.S. Options Complex Auction Multicast PITCH Specification.