# Floor Broker Order File Record Layout

Version 1.6 · December 9, 2021

## Introduction

This document details the file specification for the Terminal Order History file for the Cboe Options Exchange. This file layout contains specifications for orders routed to a terminal on the Cboe trading floor and order activity for all other orders received on the floor but not routed to Cboe. The transaction date of each record in the file must match the date stamp of the file name. All time fields will be in Eastern time.

## Document Upload Instructions

Contact the Cboe Operations Support Center (OSC) (866-728-2263/osc@cboe.com) for SFTP upload instructions.

### File Naming Convention

<vendor>OptTerminalOrderHist.yyyymmdd.csv

<vendor> - Data vendor identifier provided by Cboe

<yyyymmdd> - Trade date

## 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 1 st 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) 2 nd 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

## References

For more information, please refer to the U.S. Options Technical Specifications.

## Support

Please direct any questions or comments regarding this specification to Rule624@cboe.com.

## Revision History

| Version | Date | Description |
|---|---|---|
| 1.0 | 03/05/19 | Version 1.0 |
| 1.1 | 04/01/19 | Added PriceType to support pricing of FLEX percentages and Cabinet orders |
| 1.2 | 06/03/19 | Renamed OrderRoutedTime to TransactTime. TransactTime will reflect the timestamp of the associated TransType |
| 1.3 | 08/05/19 | Removed OrderInitiatedTime and OrderEntryTime. TransactTime will coincide with update TransType values |
| 1.4 | 08/21/19 | Added TransType value when canceling order received on floor and routed away. |
| 1.5 | 9/30/19 | TransactTime is now required. Indicate that a header row is optional. Add field numbers for reference. |
| 1.6 | 12/9/21 | Updated copyright date, disclaimer language, and link to technical specifications. |