Carried Order Restatements

GTC, GTD, and DAY orders entered during partial holiday sessions can also result in orders persisting between multiple trading sessions. The Cboe FIX protocol provides a mechanism for clients to request restatement of orders that have been carried forward from the previous business day trading session (see FIX Port Attributes for information on available port attributes, including Carried Order Restatements).

When enabled, Carried Order Restatements are sent to connected clients for each product on the Options Exchange for which orders have been carried forward from the previous session. Persisted orders are added back into the order book starting at approximately 15 minutes prior to the scheduled queuing time for each underlying symbol, after connection establishment and before regular trading activity messages on a per-symbol basis.

Execution Report messages representing carried orders will have ExecTransType = 3 (status), ExecType = D (Restated) and ExecRestatementReason = 1 (Good ‘Til Restatement).

To enable Carried Order Restatements via port attribute setting, customers should contact the Cboe Trade Desk.