Order Executed
Order Executed messages are sent when a visible complex order on the Cboe complex book is executed in whole or in part. The execution price equals the limit order price found in the original Add Order message or the limit order price in the latest Modify Order message referencing the Order Id.
Note even if there are single leg to complex order executions, this feed will only contain the order execution for the complex order. Any single leg execution information is available on the standard PITCH feed.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x23 | Order Executed Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Order Id | 6 | 8 | Binary | Order Id of a previously sent Add Order message that was executed |
| Executed Quantity | 14 | 4 | Binary | Instrument quantity executed |
| Execution Id | 18 | 8 | Binary | Cboe generated day-unique execution identifier of this execution. |
| Trade Condition | 26 | 1 | Alphanumeric | See Options Trade Condition Codes for details about new codes. |
| Total Length = 27 bytes | ||||