Add Order Message Fields
An Add Order message represents a newly accepted visible order on the Cboe complex book. It includes a day-specific Order Id assigned by Cboe to the complex order.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x21 | Add Order Message (long) |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Order Id | 6 | 8 | Binary | Day-specific identifier assigned to this order |
| Side Indicator | 14 | 1 | Alphanumeric |
|
| Quantity | 15 | 4 | Binary | Instrument quantity added to the complex book (may be less than the number entered). |
| Complex Instrument Id | 19 | 6 | Printable ASCII | Complex Instrument Id right padded with spaces. |
| Price | 25 | 8 | Binary Signed Long Price | The limit order price |
| Reserved | 33 | 1 | Reserved | Reserved |
| Total Length = 34 bytes | ||||
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x22 | Add Order Message (short) |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Order Id | 6 | 8 | Binary | Day-specific identifier assigned to this order |
| Side Indicator | 14 | 1 | Alphanumeric |
|
| Quantity | 15 | 2 | Binary | Instrument quantity being added to the complex book (may be less than the number entered). |
| Complex Instrument Id | 17 | 6 | Printable ASCII | Complex Instrument Id right padded with spaces. |
| Price | 23 | 2 | Binary Signed Short Price | The limit order price |
| Reserved | 25 | 1 | Reserved | Reserved |
| Total Length = 26 bytes | ||||
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x2F | Add Order Message (expanded) |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Order Id | 6 | 8 | Binary | Day-specific identifier assigned to this order |
| Side Indicator | 14 | 1 | Alphanumeric |
|
| Quantity | 15 | 4 | Binary | Instrument quantity being added to the complex book (may be less than the number entered). |
| Complex Instrument Id | 19 | 8 | Printable ASCII | Complex Instrument Id right padded with spaces. |
| Price | 27 | 8 | Binary Signed Long Price | The limit order price |
| Reserved | 35 | 1 | Reserved | Reserved |
| Participant ID | 36 | 4 | Alphanumeric |
|
| Customer Indicator | 40 | 1 | Alphanumeric |
|
| Client ID | 41 | 4 | Alphanumeric | Optional user specified value attributed to this quote. Space filled otherwise. |
| Reserved | 45 | 5 | Reserved | Reserved |
| Total Length = 50 bytes | ||||