Delete Floor Trade Message Fields (C1 Only)
TPHs having in-person Market Makers on the Cboe trading floor can request the deletion of their version of a floor trade via this FIX message type. The trade report to delete will be identified by the ExecId (17) of an Execution Report message. The TPH entering the floor trade deletion message must be on the specified side of the identified trade. The Exchange will respond to a Delete Floor Trade message with an Execution Report message. If the floor trade report is successfully deleted, an Execution Report message will be issued with OrdStatus (39) = 4 (cancelled).
| Tag | Field Name | 'Req’d | Description |
|---|---|---|---|
| 35 | Standard Message Header | Y | MsgType = U02 (Delete Floor Trade) |
| 17 | ExecId | Y | ExecId of the trade to be deleted. |
| 11 | ClOrdID | Y | ClOrdID of the delete floor trade message. |
| 55 | Symbol | Y | OSI root symbol (upper case) or Cboe format symbol (case sensitive) |
| 60 | TransactTime | Y | GMT date-time of delete. |
| 200 | MaturityMonth | N | Indicates Maturity Month (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 |
| 54 | Side | Y |
|