File Description

This file contains options orders generated from vendor applications used on Cboe’s trading floor. The csv file is sent daily to Cboe as soon as available after the 4:15 pm close. Important aspects to note:

• All fields should be included in the file.
• The file will be rejected if any required fields are empty
• Complex orders are handled in the file by requiring a row for each leg of the complex order, including the stock leg. This results in certain information being on every leg of the complex order.
• The file layout specifically details which fields are required for options and stock legs. String fields which contain any commas in the data, must be enclosed within double quotes.
• The filed definitions are below. FIX tags are provided for reference on fields that are sent to Cboe on orders.
• A header record is optional and is identified when the first field contains ClOrdId.

  Seq	Field	Data Type	Description	Option Leg Required	Stock Leg Required	Floor Usage
  1	ClOrdId	Alphanumeric	Unique ID chosen by user, which is the same value for all leg records for a given order. (FIX Tag 11)	Required	Required	Both
  2	OrderCapacity	Alphanumeric	Order Capacity: C = Customer F = Firm B = Broker Dealer M = Market Maker N = Away Market Maker U = Professional J = JBO L =Non-TPH Affiliate of a Clearing TPH (FIX Tag 47)	Required	N/A	Both
  3	CMTA	Whole Number	Customer Member Transfer Agreement (CMTA) Number of the firm that will clear the trade. (FIX Tag 439)	Optional	Optional	Both
  4	EFID	Alphanumeric	Identifies end client EFID on messages to the exchange. (FIX Tag 115)	Required for orders routed to Cboe	Required for orders routed to Cboe	Both
  5	ClearingAccount	Alphanumeric	Clearing Account Acronym for the order. i.e. joint account or market maker clearing account. (FIX Tag 440)	Optional	Optional	Both
  6	Account	Alphanumeric	Account ID. (FIX Tag 1)	Optional	Optional	Both
  7	TimeInForce	Character	Time In Force Code: 0 = Day 1 = GTC 2 = At the Open 3 = IOC 4 = FOK 6 = GTD 7 = At the Close (FIX Tag 59)	Required	Required	Both
  8	OrdType		1 = Market 2 = Limit 3 = Stop 4 = Stop Limit (FIX Tag 40)	Required	Required	Both
  9	OrderQty	Whole Number	Original Order Quantity Number of contracts for order, 1 to 999,999 (FIX Tag 38)	Required	Required	Both
  10	Price	PriceType=0 $0.0001 - $0.01 PriceType=1 0.01%-100% PriceType=2 Numeric $0.01 - $99,999,999.99 PriceType=3 Numeric $0.01 - $999,999,999.99	If PriceType=0 Limit price of cabinet order If Price Type =1 Traded as percentage (FLEX Only) If PriceType = 2 Limit price for this order. This price will be left blank when the order is a market order. The value can be negative. If PriceType = 3 Cash Priced Complex (FIX Tag 44)	Required if OrdType =2 or 4	Required if OrdType = 2 or 4	Both
  11	PriceType	Character	0 = Fixed cabinet trade price 1 = Percentage (FLEX) 2 = (default) Price per contract 3 = Cash Priced Complex (FIX Tag 423)	Required	Required	Both
  12	ExecInst	Alphanumeric	1 = Not Held f = Intermarket Sweep Order r = Late G = All or None (AON) s = Sweep (FIX Tag 18)	Optional	Optional	Both
  13	RoutingInst	Alphanumeric	1st Character B = Book Only (Not routable but will remove from local book) P = Post Only (Not routable) R = (Default) Routable S = Super Aggressive - Cross or Lock (Order will be removed from book and routed to any quote that is crossing or locking the order) X = Aggressive - Cross only (Order will be removed from book and routed to any quote that is crossing) 2nd Character L = Do not Expose via Complex Order Auction (COA) S = Expose via Complex Order Auction (COA) (FIX Tag 9303)	Optional	Optional	Both
  14	FloorRoutingInst	Alphanumeric	D = Direct Do not attempt to process electronic E = Electronic only X = Route to floor if unable to process electronically (FIX Tag 22303)	Optional	Optional
  15	RoutStrategy	Alphanumeric	ROUT = Book + Street DIRC = Book + Directed IOC or ISO SWPA = Book + Sweep Street (FIX Tag 9400)	Optional	Optional	Both
  16	StopPx	Numeric in 99999999.999 format	The trigger price for Stop and Stop Limit orders. Required if OrdType is equal to "3" or "4". (FIX Tag 99)	Required if OrdType is equal to "3" or "4"	Required if OrdType is equal to "3" or "4"	Both
  17	MaxFloor	Whole Number	Portion of OrderQty to display. The balance is reserve. (FIX Tag 111)	Optional	Optional	Both
  18	MinQty		Minimum fill quantity for Book Only IOC orders (FIX Tag 110)	Optional	Optional	Both
  19	OpenClose	Character	Indicates status of client position in the option. O = Open C = Close Null = Stock leg of the order (FIX Tag 77)	Required	NA	Both
  20	NumberOfLegs	Whole Number	Indicates the number of legs in this complex order. Minimum of 2, maximum of 12 options plus 1 stock leg. (FIX Tag 555)	Required	Required	Both
  21	ExDestination	Alphanumeric	Exchange acronym where order is processed. Valid values: These are exchanges: A = NYSE Arca E = Nasdaq ISE F = MIAX Options Exchange P = MIAX PEARL D = MIAX Emerald G = EDGX Options H = C2 K = BOX N = Nasdaq S = Nasdaq Texas U = NYSE American W = CBOE X = Nasdaq PHLX Z = BZX Options g = Nasdaq GEMX m = Nasdaq MRX a = AIM Contra, not routed to the exchange with the AIM order - used when there are multiple AIM contras that are not sent to the exchange (FIX Tag 100)	Optional	Optional	Both
  22	TransactTime	Date/time in yyyymmdd hh24missff3	Date and time of the TransType. For example, 2/19/10 3:16:08.123pm would be represented as 20100219151608123	Required	Required	Both
  23	LegNumber	Whole Number	Leg number for this leg of the order. This number starts with 1 for each new order. For simple orders this value will always be 1. The maximum LegNumber for any order must match the NumberofLegs field	Required	Required	Both
  24	LegCFICode	Alphanumeric	Leg Product Type Code values: E = Equity O = Option (FIX Tag 608)	Required	Required	Both
  25	Underlying	Alphanumeric	Underlying Security Symbol	Required	Required	Both
  26	OSIRoot	Alphanumeric	OSI root symbol (FIX Tag 55)	Required	Required	Both
  27	ExpireDate	Date in yyyymmdd format	Option expiration date in yyyymmdd format. Blank for stock leg.	Required	NA	Both
  28	PutOrCall	Character	Valid values: 0 = Put 1 = Call Null = stock leg of the order (FIX Tag 201)	Required	NA	Both
  29	StrikePrice	Numeric in 99999999.999 format	Option Exercise Price in 99999999.999 format. Blank for stock leg. (FIX Tag 202)	Required	NA	Both
  30	Side	Character	Identifies whether the order is a BUY order or a SELL order. Code values are: 1 = Buy 2 = Sell 5 = Sell Short (stock leg only) 6 = Sell Short Exempt (stock leg only) (FIX Tag 54)	Required	Required	Both
  31	TransType	Alphanumeric	1 = Order sent to Myself 2 = Order sent to an Exchange or Routing Facility (Described in ExDestination) 3 = Executed at exchange other than Cboe 4 = Route to PAR 5 = Modify 6 = Cancel not routed 7 = Modify not routed 9 = Represent Button 10 = Cancel order received on floor and routed away.	Required	Required	Both
  32	AwayExchTradeQty	Whole Number	Quantity executed at an exchange other that Cboe	Required if TransType = 3
  33	MastOrdID	Alphanumeric	Master Order ID is an order identifier that ties multiple orders together. Used when an order has more than 12 legs and multiple orders need to be created to enter all the necessary legs. Therefore, all related orders will have the same master order ID.	Optional	Optional	Both
  34	MastOrderNumLegs	Whole Number	Total number of legs for the master order, if applicable. The master order id will tie these multiple orders together and this field will provide the count of total legs for the whole master order.	Optional	Optional	Both
  35	MastOrderPrice	Numeric in 99999999.999 format	Price of the master order, if applicable.	Optional	Optional	Both
  36	ParentOrderID	Alphanumeric	Parent Order ID is the order id of the original order that this order was generated from. Only populated when an order is derived from another order.	Optional	Optional	Both
  37	ContraOrderID	Alphanumeric	Contra Order ID is the order id of an contra order sent to an exchange with this order.	Optional	Optional	Both
  38	WorkstationLoginID	Alphanumeric	User Login ID of the firm personnel that entered the order	Required	Required	Both
  39	OnFloorTerminal	Character	Y = On Floor N = Off Floor	Required	Required	Both
  40	FloorDestination	Character	Floor route destination. Specifies a PAR workstation (ex. W001), or "PARO" to route to the Floor PAR Official of the underlying symbol. 4 characters or less (ASCII 33-126).	Optional	Optional	Both
  41	MPID	Character	MPID used to clear the equity leg being cleared via the Exchange. Required if the complex order includes a stock leg.	Optional	Optional	Both
  42	ComboOrder	Character	Y = SPX Combo Order N = Not an SPX Combo order (FIX Tag 22005)	Optional	Optional	Both
  43	ClientName	Character	Additional client account information used for drop copy purposes or internal TPH purposes	Optional	Optional	Both
  44	OverrideTime	Date/time in yyyymmdd hh24missff3 format	Date and time on receiving broker’s paper order due to an outage	Optional	N/A	Both
  45	OrderId	Alphanumeric	OrderID supplied by Cboe on the order acknowledgement. (FIX Tag 37).	Required for orders sent to Cboe	Required for orders sent to Cboe	Both
  46	TiedHedge	Character	Y = Yes N = No (FIX Tag 22018)	Required	N/A	Both