| 35 | Standard Message Header | Y | MsgType = U01 (Add Floor Trade) |
| 97 | PossResend | N | - N = (Default) indicates a new order.
- Y = Indicates an application level resend and is NOT SUPPORTED.
- For reasons of economy, Cboe does not track in primary storage the ClOrdID values of orders that are no longer live.
- For reasons of performance, Cboe does not access secondary storage to enforce unique ClOrdID values against orders that are no longer live.
- Without full duplicate ClOrdID value enforcement, it is not possible to safely implement the full behavior specified in the FIX 4.2 Protocol for PossResend = Y.
- To remain economical, fast and safe, all messages with PossResend = Y will be simply ignored.
|
| 11 | ClOrdId | Y | - ID chosen by client. 20 characters or less. Characters in ASCII range 33-126 are allowed, except for comma, semicolon, and pipe.
- A leading tilde (~) cannot be sent on any ClOrdId and will result in a reject. These are reserved for internal use by Cboe and could be received as a result of a system-generated ClOrdId.
- If the ClOrdId matches a live order it will be rejected as duplicate ( unless PossResend = Y, see above).
- Note: Cboe only enforces the uniqueness of ClOrdID values among currently live orders, which includes long-lived, persisting GTC/GTD orders. However it is strongly recommended users maintain unique ClOrdID values.
|
| 55 | Symbol | Y | OSI root symbol (upper case) or Cboe format symbol (case sensitive) |
| 200 | MaturityMonth | N | - Indicates Maturity Month
- Format: YYYYMM
|
| 205 | MaturityDay | N | - Expiration date day of the month
- Format: DD
|
| 201 | PutOrCall | N | |
| 202 | StrikePrice | N | Strike Price for option, 0 - 999,999.999 |
| 442 | MultilegReportingType | N | - 1 = (Default) Single-leg instrument execution
- 2 = Individual leg of a multi-leg instrument
|
| 22005 | ComboOrder | N | - Declare the order as a Combo (for regulatory relief if trading SPX on the floor).
- N = (Default) No
- Y = Yes
|
| 76 | ExecBroker | N | - Valid Cboe clearing firm number for trade matching (an OCC number)
- Field is ignored and is not validated. Default Market Maker EFID Association Tool in Web Portal is used to identify OCC give-up number.
|
| 1 | Account | N | - Up to 16 characters in ASCII range 33-126 are allowed.
- When clearing OCC, value is passed to clearing in the Customer ID field (max 10 characters). If the Send ClearingOptionalData FIX port attribute is not set to 'No', the full 16 character value is also passed to clearing in the Optional Data field.
- When clearing Cboe Clear U.S., value is passed in the Customer Account Number field.
|
| 9324 | ClearingOptionalData | N | - This field will be reflected back on execution reports and FIX DROP ports, and will be mapped to the OCC via the Optional Data field.
- 16 characters or less. Characters in ASCII range 33-126 are allowed, except for comma, semicolon, and pipe.
|
| 440 | ClearingAccount | - Y
- unless default within the Market Maker EFID Association Tool in Web Portal
| - When OrderCapacity (47) is set to a value of ‘M’ or ‘N’ this field should be filled with desired market maker ID.
- When OrderCapacity (47) is set to a value of ‘M’ any unregistered Market-Maker Accounts in this field will cause the quote or order to be rejected with a reason code of ‘A’ and sub-reason code ‘L’.
- When using CMTA, this value is the market maker ID for the CMTA user instead of the Cboe user executing the trade. This field will be passed through to the OCC Sub Account ID field and may be up to four alphanumeric characters.
- If OrderCapacity (47) is not set to ‘M’ or ‘N’ and ClearingAccount is populated the order will be rejected by default on C1 and C2 and will be accepted by default for BZX and EDGX Only.
- This field is recorded and returned in execution reports. Available via FIX Drop.
- ClearingAccount may be defaulted using the Market Maker EFID Association tool in the Web Portal.
|
| 439 | ClearingFirm | N | - CMTA Number of the firm that will clear the trade.
- Must be supplied for CMTA orders and left unspecified for non-CMTA orders.
|
| 22049 | FloorTraderAcr | Y | Floor acronym of participant submitting trade. |
| 375 | ContraBroker | N | - Floor-matched executions will identify the OCC Clearing Firm # of contra party on the execution.
- Field is ignored and is not validated. Default Market Maker EFID Association Tool in Web Portal is used to identify OCC give-up number.
|
| 54 | Side | Y | |
| 38 | OrderQty | Y | Instrument quantity, 1 to 999,999. |
| 44 | Price | Y | Limit Price. Order rejected if priced finer than the minimum trading increment for the option. |
| 60 | TransactTime | Y | Time order initiated/released. GMT date-time. Report send time (for audit). |
| 77 | OpenClose | Y* | - Indicates status of position in the option.
- O = Open
- C = Close
- N = None*
- *Orders with OrderCapacity (47) = M or N will not be required to specify OpenClose on their orders or may optionally specify a value of ‘N’, unless the series is limited to closing only.
- If the series is limited to closing only transactions, only OrderCapacity (47) = M will be permitted to submit OpenClose = O if the order has TimeInForce (59) = 3 (IOC) and RoutingInst (9303) = B, or the order has a RoutingInst = P.
- An Open position cannot trade with an Open position for series limited to Closing Only transactions, even if the inbound IOC from the aggressing market maker is sent with that combination of tags.
|
| 5179 | FloorTradeTime | Y | - Time of the execution of the floor trade.
- GMT date-time that transaction occurred.
|
| 337 | ContraTrader | Y | Floor-matched executions will identify the Floor acronym of contra party on the execution. |
