Order Executed at Price/Size
Order Execution at Price/Size messages are sent when a complex order on the Cboe complex book is executed in whole or in part at a different price than the limit price on the original Add Order message or the limit order price in the latest Modify Order message referencing the Order Id. If the Remaining Quantity field contains a 0 the complex order should be completely removed from the complex book.
Order Execution at Price/Size messages may also be sent in the event the existing size for Order Id is not equal to Executed Quantity + Remaining Quantity. In this case the complex order should be prioritized the same as a new complex order.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x24 | Order Executed at Price/Size 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 |
| Remaining Quantity | 18 | 4 | Binary | Number of contracts remaining after the execution |
| Execution Id | 22 | 8 | Binary | Cboe generated day-unique execution identifier of this execution. |
| Price | 30 | 8 | Binary Signed Long Price | The execution price of the order |
| Trade Condition | 38 | 1 | Alphanumeric | See Options Trade Condition Codes for details about new codes. |
| Total Length = 39 bytes | ||||