Trade Break
The Trade Break message is sent whenever a FLEX options execution on Cboe is broken. Trade breaks are rare and only affect applications that rely upon Cboe execution-based data.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x2C | Trade Break Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Execution ID | 6 | 8 | Binary | Cboe execution identifier of the execution that was broken. Execution ID refers to previously sent Auction Trade or Trade message. |
| Total Length=14 bytes | ||||