FIX Port Attributes

The FIX Port Attributes table below lists FIX port attributes that are configurable on the port or EFID level. Changes to these attributes can be made by submitting a request to the Cboe Trade Desk through the Logical Port Request form.

Table 1. FIX Port Attributes
Attribute	Default	Description
Allowed Executing Firm Id(s)*	All Executing Firm Ids	Executing Firm Id(s) allowed for trading on port.
Default Executing Firm Id	None	Default Executing Firm Id to use if none is sent.
Allow ISO*	Yes	Allows or disallows ISO orders.
Allow Directed ISO*	Yes	Allows or disallows ISO orders directed to other market centers.
Allow Test Symbols Only	No	Allow or disallow orders in non-test symbols.
Default Routing Instruction†	9303=RS (C1 and EDGX) 9303 = R (BZX and C2) 9350=RTI 9400=SWPA	Specifies a default value for RoutingInst (9303), RoutDeliveryMethod (9350), and RoutStrategy (9400). Fields can be overridden at the order level.
Maximum Order Size*	25,000 99,000 (C1)	Maximum number of contracts allowed per order.
Maximum Order Dollar Value*	Unlimited	Maximum order dollar value per order.
Default Price Sliding†	"S" (BZX) "P" (C2 and EDGX )	Default price sliding behavior. See Display Indicator Features for more details..
Cancel on Disconnect	All	Cancels open orders upon order handler session disconnect; both graceful and ungraceful. If Cancel On Disconnect is set, open orders in Symbols that are not in Closed state at the time of the disconnect are cancelled. All = Cancel Day and GTC/GTD orders Day = Cancel only Day orders None = Disabled
Cancel on ME Disconnect	All	Controls whether orders are cancelled or preserved on a Matching Unit failover and provides for the ability to preserve GTC/GTD orders. For BZX, C2, and EDGX, in any event, if a failover takes longer than 5 minutes, all orders are cancelled (including GTC/GTD Orders). For C1 if a failover takes longer than 15 minutes, all orders are cancelled (including GTC/GTD Orders). All = Cancel Day and GTC/GTD orders Day = Cancel only Day orders None = Disabled
Market Maker Reject if Cancel on Disconnect disabled	No Yes (C1 only)	Rejection of Market Maker or Away-Market Maker orders if Cancel on Disconnect is not enabled. Non-Market Maker capacity orders are unaffected with this configuration.
Send Trade Breaks^	No	Enables Trade Cancel/Correct messages (MsgType = UCC).
Default MTP Value*^†	None	Specifies Default value for PreventMatch (7928).
Report MTP Fields*^	No	Enables LastPx (31), LeavesQty (32), and SecondaryOrderId (198) on Execution Reports messages caused by MTP.
Allow MTP Decrement Override*^	No	Overrides the exception that requires both the resting and inbound order to be marked as "Decrement".
Allow Sponsored Participant MTP Control*^	No	Allows Sponsored Participant to override port default for MTP by using PreventMatch (7928) on order-level.
Concatenate CompId and SubId	No	Requires all FIX traffic to contain concatenated (combined) Comp and Sub Id’s.
Cancel on Reject†	No	Cancels an order upon a modify reject.
Report Working Price	No	Reports WorkingPrice (9690) and InitialDisplayPrice (9691).
Unique Wash Execution Ids	No	Appends a ‘.B’ or .S’ to ExecID (17) on all trades.
Enable State Change Tracking^	No	Allows for tracking of the state of routable orders (see State Change Tracking).
Send 2^nd Liquidity Character	No	Sends the second character in TradeLiquidityIndicator (9730).
Decrement Remainder Only^	No	Enables ‘d’ option for MTP. See PreventMatch (7928) for details.
Restate on Reload^ (BZX, C1, and C2 only)	No	Generates FIX Restatement on reserve order reload with new PITCH Order Id in SecondaryOrderId (198), and populates the new PITCH Order ID in (198) of a Cancel/Replace acknowledgement that increases the size of a reserve order.
Echo Tag 40 on Ack	No	Return OrdType (40) value on acknowledgement. Note that this value will also be returned on Order by Order FIX DROP.
Echo Tag 47 on Ack	No	Return Rule80A/OrderCapacity (47) value on FIX Ack. Note that this value will also be returned on Order by Order FIX DROP.
Microsecond Timestamp Granularity	No	Display microsecond level timestamp granularity for TransactTime (60), OrigTime (42), and SendingTime (52). These tags default to millisecond or second granularity.
Fat Finger Protection*	Yes See Web Portal Port Controls Specification for updated defaults	Orders entered through the NBBO by a specified percentage or dollar based limit price tolerance will be rejected. Limits may be different for different price ranges and price ranges may vary across markets. Fat Finger checks will not be applicable for any Multi-Class Spread instruments that trade on the floor only. Fat Finger checks will remain applicable for Multi-Class complex instruments containing only SPX or SPXW legs as they are eligible for trading on the electronic book. Please see the Cboe Titanium U.S. Equities/Options Web Portal Port Controls Specification for details.
Reject Orders on DROP Port Disconnect*	No	If all associated Standard FIX DROP ports associated with an order entry session experience disconnection, new orders will be rejected until at least one Standard FIX DROP port session has been reestablished. Note this parameter does not apply to Order-By-Order drop ports (ODROP).
Reject Orders on DROP Port Timeout (s)*	30 seconds	Only applicable if "Reject Orders on DROP Port Disconnect" has been enabled. When the last Standard FIX DROP port associated with an order entry session has disconnected, begin rejecting orders on the order entry session if a Standard FIX DROP session has not been reestablished within this timeout. Minimum value allowed is 0 seconds.
Cancel Open Orders on DROP Port Disconnect*	None	Only applicable if "Reject Orders on DROP Port Disconnect" has been enabled. When the last Standard FIX DROP port associated with an order handler session has disconnected, open orders, associated with the session are cancelled. All = Cancel Day and GTC/GTD orders Day = Cancel only Day orders None = Disabled Note this parameter applies to Standard FIX DROP ports and not Order-By-Order DROP ports (ODROP).
Carried Order Restatements	No	If the Carried Order Restatements port attribute is set, Execution Report messages representing orders carried forward from the previous session will be sent. See Carried Order Restatements for details.
Done For Day Restatements	No	If the Done For Day Restatements port attribute is set, Execution Report messages representing orders persisted during the current day session to carry over to the next session will be sent after the end of trading for the associated product and before system recycle. See Architecture and Message in Flight Settings for details.
Send Routing Instruction	No	Include RoutingInst (9303) on Order by Order FIX Drop execution reports.
Send Contra Capacity	No	Include ContraCapacity (7694) on Execution Reports.
Default Attributed Quote*†	Never	Default value for AttributedQuote (9732). May override at order level. C† = Attribute ClientID (109) only (C1 only) N = Don’t Attribute (may override at order level) Y = Attribute EFID only Z = Attribute EFID and ClientID (109) X* = (Default) Never Attribute (may not be overridden at order level) *On EDGX and BZX, this setting may only be changed after executing Attribution Addendum to Exchange User Agreement.
Crossed Market Reject / Cancel	No	Reject new orders when the NBBO in the security is crossed. Routable orders will have any remaining quantity cancelled back when the order returns to the book. Order modifications which cause a loss in priority will result in a cancel of the original order if the NBBO is crossed upon receipt of the modify request.
Cancel on Regulatory Halt	All (BZX and EDGX Only) None (C1 and C2 Only)	Cancels open orders upon receipt of a Regulatory Halt. All = Cancel Day and GTC/GTD orders Day = Cancel only Day orders None = Disabled
Session Close Handling	Yes	Customize message that would normally be sent at the regular market (4PM ET) and session close. Also functional during early close situations. Options supported are as follows: Yes = A cancel message will be sent for all expired orders (excluding GTC/GTD Orders). No = No message will be sent and it is the customer’s responsibility to close all expired orders in their system. DFD = A DoneForDay message will be sent in place of the cancel message for each order (including GTC/GTD Orders) that is no longer eligible for execution. DoneForDay messages are sent via OrdStatus (39) = 3 and ExecType (150) = 3.
Duplicative Order Protection Order Count Threshold	None	Number of consecutive orders with the same ClearingFirm, Price, OrdQty, and Symbol that must be seen to initiate Duplicative Order Protection Action.
Duplicative Order Protection Action	1	Action taken when Duplicative Order Protection criteria is met. 1 = Not enabled. 2 = Reject any offending orders. 3 = Disable port for EFID (115). Must call Cboe Trade Desk to reenable.
Firm Risk Reset	Disabled	Disabled = Requires manually resetting all firm-level risk trips by contacting the Cboe Trade Desk. Enabled = Allows firm-level risk resets using FIX or BOE RiskReset field (7692) of ‘F’.
Send Client Order IDs for AIM/SAM/QCC Rejects (C1 and EDGX Only)	No	Enable sending of AffectedOrigClOrdIDs (1824) for AIM, SAM, and QCC rejects.
Port Order Rate Threshold	5,000 msgs/sec 1 msg/sec for test products.	The maximum allowed message rate on the session. When the first non-session level message is received, a one second window begins. During the second no more than 4,999 additional non-session level messages will be allowed within that window. If the rate is exceeded, all new orders in the time window are rejected, modifies are treated as cancels, and cancels are processed. Maximum value is 5,000 msgs/sec. Note: Order handler burst rates towards each matching unit may be limited as described in Architecture and Message in Flight Settings.
Symbol Order Rate Threshold	5,000 msgs/sec	Functions the same as the Port Order Rate Threshold but is calculated at the symbol level. It is capped by the Port Order Rate Threshold. Maximum value is 5,000 msgs/sec. Note: Order handler burst rates towards each matching unit may be limited as described in Architecture and Message in Flight Settings.
Reject Non-Market Maker With Clearing Account	Yes (C1 and C2 Only) No (BZX and EDGX Only)	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.
Default Account†	None	Default value of the Account (1) field to be used if none is sent on inbound messages. Up to 16 characters in the ASCII range 33-126 are allowed.
Default ClearingOptionalData†	None	Default ClearingOptionalData (9324) to be used if none is sent on inbound messages. Allows 16 characters or less (ASCII 33-126).
Default FloorRoutingInst (22303)† (C1 only)	E	D = Direct. Do not attempt to process electronically¹ E = Electronic only X = Route to floor if unable to process electronically.¹ ¹If FloorRoutingInst is default to ‘D’ or ‘X’, then RoutingInst (9303) must be sent as ‘B’ or ‘R’ for simple orders; for complex or FLEX instruments RoutingInst (9303) must be sent as ‘B’.
Default FloorDestination (22100)† (C1 only)	None	Specifies a default PAR workstation (ex. W001) to route to on the floor (or PARO to route to the Floor PAR Official of the underlying symbol) if not specified on inbound messages. 4 characters or less (ASCII 33-126).
Floor Representation Restatements (C1 only)	No	Send order restatement execution reports when ExecRestatementReason (378) = 7 (Represented in Crowd).
Send Floor Trade Restatements	No	Send 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.
Default EquityPartyID (22008)† (C1 and EDGX only)	None	Default EquityPartyID (22008) to be used if none is specified on inbound messages.
Default ClientID (109)† (C1 only)	None	Default ClientID (109) to be used if none is specified on inbound messages.
FLEX Percentage Trade Restatements (C1 only)	Yes	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).
Send ClearingOptionalData	Yes	If set to 'Yes' the value of ClearingOptionalData (9324) specified on incoming orders will be passed to clearing. When clearing OCC, if set to 'No', the value of Account (1) is passed to clearing in the Clearing Member Optional Data instead.
Enable Market Maker Floor Trade Notifications (C1 only)	No	Enables Market Maker floor trade notifications for specific Market Maker Acronyms on a port (Execution Reports with ExecType (150) = T).
Market Maker Floor Trade Notification Symbology (C1 only)	OSI	Specifies the symbology used on Market Maker Floor Trade Notifications. Cboe = Six character Cboe Symbol ID OSI = OSI Symbology
Send Terminal Info (C1 only)	No	If enabled, this will allow Send TerminalOpeartorID (22021) and AdditionalClientInfo (22022) to be sent on Execution Report messages back to the client. AdditionalClientInfo (22022) will reflect any AllocAdditionalClientInfo (22027) value on Execution Report message if present.
Forced Open Cancel Instruction	DoNotCancel	Specifies order handling during a forced opening. DoNotCancel = Preserve Orders (Default) CancelMarket = Cancel Open Market Orders Only (preserve Limit Orders) CancelAll = Cancel All Open Orders
EFID Filter for Purge Ports	None	Specify up to ten EFIDs per purge port for which purges will be permitted. If a purge request specifies an EFID not included in the list of configured EFIDs, the purge request will be rejected. If a purge port is configured with multiple EFIDs and a purge request is sent without any EFIDs specified, the purge will be applied only to the list of configured EFIDs.
Multi-Segment Holiday Day Order Handling (C1 only)	None	Controls whether Day (TimeInForce (59) = 0) orders are cancelled or preserved across holiday trading segments comprising a single business date. None = All Day orders on the book are carried between trading segments Cancel = All Day orders on the book at the conclusion of the current trading segment are cancelled back.
Default EquityExDestination (22016)† (C1 and EDGX only)	C	Default EquityExDestination (22016) to be used if none is specified on inbound messages.
Send Nanoseconds	False	Display nanosecond level timestamp granularity for TransactTime (60),OrigTime (42), and SendingTime(52). If send nanoseconds and send microseconds are both selected, nanoseconds will override.

* Sponsored Participants require written approval from Sponsors to update these settings on ports associated to a Sponsor’s MPID.

† Port attribute can be overridden via FIX on an order by order basis.

^ Requires certification.

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FIX Port Attributes