Transcription of US OPTIONS FIX SPECIFICATION - cdn.cboe.com
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US OPTIONS FIX SPECIFICATION - cdn.cboe.com
US OPTIONS FIX SPECIFICATION Version October 15, 2019. Cboe US OPTIONS FIX SPECIFICATION (Version ). Contents 1 4. Overview .. 4. Document Format .. 4. Hours of Operation .. 4. Data Types .. 5. Times .. 5. Prices .. 5. Protocol Features .. 5. Done For Day Restatements .. 5. Carried Order Restatements .. 5. Display Indicator Features .. 6. Default Exchange Risk Protections .. 6. Risk Root .. 9. Cabinet and Sub-Cabinet Orders (C1 Only) .. 9. Flex Order Entry (C1 Only) .. 9. Floor Routing (C1 Only) .. 11. Market Maker Floor Trade Notifications (C1 Only) .. 12. Auction Orders .. 14. 2 15. Message Format .. 15. Sequence Numbers .. 15. Version Compatibility .. 15. 3 16. 16. Logon .. 16. Logon and Carried Order Restatement .. 17. Heartbeat .. 17. Test Request .. 17. Resend Request .. 18. Reject .. 18. Sequence Reset .. 18. Logout .. 19. 4 FIX Messages .. 20. Standard Message Header.
If the limit price of a Price Adjust eligible order locks or crosses the NBBO, the limit price will be adjusted on entry to the locking price of the NBBO, while the displayed price and …
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