Trade
The Trade message provides information about executions of FLEX orders on the Cboe Options trading floor. Trade messages are necessary to calculate Cboe execution-based data.
No Add Order message is sent for FLEX Options orders, and thus, no order modification messages may be sent when FLEX Options are executed. Instead, a Trade message is sent whenever a FLEX Options order is executed in whole or in part. A complete view of all Cboe FLEX executions can be built by combining all Auction Trade and Trade messages.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x2A | Trade Message (long) |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Order ID | 6 | 8 | Binary | Order ID of the executed order. |
| Side Indicator | 14 | 1 | Alphanumeric | Always "B" |
| Quantity | 15 | 4 | Binary | Instrument quantity traded |
| FLEX Instrument ID | 19 | 6 | Printable ASCII | FLEX Instrument ID right padded with spaces. |
| Price | 25 | 8 | Binary Signed Long Price | Trade price. If instrument trades in percentage terms, then this represents the traded percentage with four implied decimals. |
| Execution ID | 33 | 8 | Binary | Cboe generated day-unique execution identifier of this trade. Execution ID is also referenced in the Trade Break message. |
| Trade Condition | 41 | 1 | Alphanumeric | See Options Trade Condition Codes for details about new codes. |
| Total Length=42 bytes | ||||
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x2B | Trade Message (short) |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Order ID | 6 | 8 | Binary | Order ID of the executed order. |
| Side Indicator | 14 | 1 | Alphanumeric | Always "B" |
| Quantity | 15 | 2 | Binary | Instrument quantity traded |
| FLEX Instrument ID | 17 | 6 | Printable ASCII | FLEX Instrument ID right padded with spaces. |
| Price | 23 | 2 | Binary Signed Short Price | Trade price. If instrument trades in percentage terms, then this represents the traded percentage with two implied decimals. |
| Execution ID | 25 | 8 | Binary | Cboe generated day-unique execution identifier of this trade. Execution ID is also referenced in the Trade Break message. |
| Trade Condition | 33 | 1 | Alphanumeric | See Options Trade Condition Codes for details about new codes. |
| Total Length=34 bytes | ||||