Done For Day Restatements

Good ‘Til Cancel (GTC) and Good ‘Til Day (GTD) orders can result in orders persisting between sessions. The Cboe FIX protocol provides a mechanism for clients to request an end-of-day restatement of GTC/GTD orders to be persisted to the next trading session (see FIX Port Attributes for information on available port attributes, including Done For Day Restatements).

When enabled, Done For Day Restatement messages are sent to connected clients after the trading session ends, for each order that will persist to the next trading session. Customers may send Order Cancel Request messages for any open GTC and GTD orders any time prior to the cutoff.

Execution Report messages representing done for day orders will have ExecTransType = 3 (status), ExecType = 3 (DoneForDay), ExecRestatementReason = 1 (Good ‘Til Restatement), and OrdStatus = 3 (DoneForDay).

To enable Done For Day Restatements via port attribute setting, customers should contact the Cboe Trade Desk.