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FIX Drop Port Attributes

Unless specified, both types of Drop ports (FIX Drop and Order by Order Drop) can be configured with the following port attributes.

Table 1. FIX Drop Port Attributes
AttributeDefaultDescription
Send Trade BreaksNoEnables Trade Break Messages (35=UCC). Please note that enabling trade breaks on Order by Order FIX Drop port is dependent on enabling trade breaks on corresponding BOE and/or FIX order entry ports.
Unique Wash Execution IdsNoAppends a ‘.B’ or ‘.S’ to ExecID (17) on all trades.
Concatenate CompId and SubIdNoRequires all FIX traffic to contain concatenated (combined) Comp and Sub Id’s.
Send OrigCompID/OrigSubIDNoSend OrigCompID (9688) and OrigSubID (9689).
Send AccountNoSend Account (1).
Send 2nd Liquidity CharacterNoSends the second character in TradeLiquidityIndicator (9730).
Send OrdTypeNoSend OrdType (40). Standard FIX Drop only. Order by Order FIX Drop will receive OrdType (40) based on FIX order entry port attribute Echo Tag 40 on Ack.
Send RoutingInstNo
  • Order by Order FIX Drop only.
  • Send RoutingInst (9303), RoutDeliverMethod (9350) and RoutStrategy (9400).
Send ContraCapacityNoSend ContraCapacity (7694). This attribute must also be set on the respective FIX ports in order for this field to be populated.
  • Floor Representation Restatements
  • (C1 only)
NoSend order restatement execution reports when ExecRestatementReason (378) = 7 (Represented in Crowd). Please note that enabling floor representation restatements on Order by Order FIX Drop port is dependent on enabling floor representation restatements on corresponding BOE and/or FIX order entry ports. Order by Order FIX Drop only.
  • Send Floor Trade Restatements
NoSend order restatement execution reports when ExecRestatementReason (378) = A. If enabled, restatements will be sent when a floor trade is matched. This allows customers to obtain the final ExecID (17) on all floor trades following the matching process.
  • FLEX Percentage Trade Restatements
  • (C1 only)
No
  • If the FLEX Percentage Trade Restatements port attribute is set, Execution Report messages will be sent at the end of the day for all FLEX trades that were done in percentage terms. These trades will be restated with prices in dollar terms. FLEX trade restatements will carry an ExecType (150) = D and ExecRestatementReason (378) = 9.
  • If the settlement price is revised, the trades will be restated with the corrected symbol (FLEX Percentage) and prices (FLEX Percentage and FLEX DAC).
  • Enable Market Maker Floor Trade Notifications
  • (C1 only)
NoStandard FIX Drop only. Enables Market Maker floor trade notifications (Execution Reports with ExecType (150) = T).
  • Allow Executions
  • (C1 only)
YesStandard FIX Drop only. Enables Execution Reports, except Execution Reports with ExecType (150) = T.
Send Clearing Edits0
  • Standard FIX Drop only. Enables sending of clearing edits. See Trade Cancel/Correct Fix Drop Clearing Edit for details.
  • 0 = Don’t send clearing edits
  • 1 = Send clearing edits using wave method
  • 2 = Send clearing edits using cancel + new method
  • Send Initial Client Order ID
  • (C1 only)
NoStandard FIX Drop only. Send InitialClientOrderId (22020). If enabled, this will allow this Tag to be sent on Execution Report and Trade Cancel/Correct messages sent on FIX DROP ports.
  • Send Terminal Info
  • (C1 only)
NoIf enabled, this will allow TerminalOpeartorID (22021) and AdditionalClientInfo (22022) to be sent. AdditionalClientInfo (22022) will reflect any AllocAdditionalClientInfo (22027) value if present.
Send Floor Trade Time (C1 only)NoSend FloorTradeTime (5179).
Send OccIdNoSend OccId (25019).
Microsecond Timestamp GranularityNoDisplay microsecond level timestamp granularity for TransactTime (60), OrigTime (42), and SendingTime (52). These tags default to millisecond or second granularity.
Send NanosecondsNoDisplay nanosecond level timestamp granularity for TransactTime (60), and OrigTime (42), and SendingTime (52). If send nanoseconds and microseconds are both selected, nanoseconds will override.
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Cboe Titanium U.S. Options FIX Specification - FIX Drop Port Attributes | Cboe