Complex Multicast PITCH

The Complex Multicast PITCH feed is used to disseminate real-time depth of book complex quotation and execution information in addition to Complex Instrument Definition information directly from the Exchange.

Updated quotations are sent using the Add Order message which will display the net price of a complex order resting on the complex order book for each Complex Instrument ID.

When a complex order on the complex order book is executed in whole or in part, the Order Executed message will be sent. The Trade message provides information about executions of Complex Order Auctions on the complex order book. Trade messages do not alter the view of the complex order book.

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

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