COMPANY: Chicago Board Options Exchange

CTM

Input/Output File Specifications

CTM System

Input/Output

File Specifications

THE CHICAGO BOARD OPTIONS EXCHANGE

400 South LaSalle Street

Chicago, Illinois60605

Table of Contents

Objective

CBOE Contacts

Description of Changes for Trade Match Firm Interfaces

New Format for Expiration Date

Addition of Expiration Day

Addition of Exercise Price Decimal

Differences Between Old and New File Layouts for Batch Input to CTM

Differences Between Old and New File Layouts for TP25 (ITP Message) Data

Differences Between Old and New File Layouts for Extracted Data Requests (Blotter Job)

Differences Between Old and New File Layouts for Outbound Network Electronic Data Requests

Differences Between Old and New File Layouts for Outbound Network Stock-Like Products

Differences Between Old and New File Layouts for Outbound Network Matched Data Record

Differences Between Old and New File Layouts for Outbound Network Unmatched Data Record

Differences Between Old and New File Layouts for Outbound Network - Valid Series / Valid Series Update

New Record Layouts in Descriptive Format

Batch Input First Record

Batch Input Second Record

TP25 (ITP Message) Data Record

Extracted Output Data Record 1 (Blotter Job)

Extracted Output Data Record 2 (Blotter Job)

Outbound Network Electronic Data Request Record

Outbound Network Stock-Like Products Record

Outbound Network Matched Trade Data Record

Outbound Network Unmatched Trade Data Record

Outbound Network Info File Data Record – Valid Series / Valid Series Update

Objective

This document provides file descriptions for inputs to and outputs from CBOE ‘s Trade Match system (CTM).

CBOE Contacts

Dave Glover(312) 786-7957

Hugh O’Neill(312) 786-7952

Garry Grant(312) 786-7076

Charlie Hullihan (312) 786-7176

Description of Changes for Trade Match Firm Interfaces

New Format for Expiration Date

Several of the record layouts have changed the Expiration Date Field to include an explicit expiration day. This information is a required part of the series key.

Addition of Expiration Day

Several of the record layouts have added an Expiration Day Field separate from the Expiration Date Field due to field size constraints. This information is a required part of the series key.

Addition of Exercise Price Decimal

Several record layouts have added an Exercise Price Decimal. It will be populated with the decimal equivalent of the Exercise Price Fraction. Example: The Exercise Price Fraction is 1 (1/8) then the Exercise Price Decimal is 125.

Differences Between Old and New File Layouts for Batch Input to CTM

MODIFIED FIELDS:

Expiration Date now includes the day of the week. Field is increased from 4 to 6 bytes (YY-MM-DD).

NEW FIELDS:

Exercise Price Decimal contains the decimal value of the Exercise Price Fraction. Field is 3 bytes (ddd).

Differences Between Old and New File Layouts for TP25 (ITP Message) Data

NEW FIELDS:

Exercise Price Decimal contains the decimal value of the Exercise Price Fraction. Field is 3 bytes (ddd).

Expiration Day now includes the day of the week. Field is 2 bytes (DD).

Differences Between Old and New File Layouts for Extracted Data Requests (Blotter Job)

MODIFIED FIELDS:

Expiration Date now includes the day of the week. Field is increased from 4 to 6 bytes (YY-MM-DD).

NEW FIELDS:

Exercise Price Decimal contains the decimal value of the Exercise Price Fraction. Field is 3 bytes (ddd).

Differences Between Old and New File Layouts for Outbound Network Electronic Data Requests

MODIFIED FIELDS:

Expiration Date now includes the day of the week. Field is increased from 4 to 6 bytes (YY-MM-DD).

NEW FIELDS:

Exercise Price Decimal contains the decimal value of the Exercise Price Fraction. Field is 3 bytes (ddd).

Differences Between Old and New File Layouts for Outbound Network Stock-Like Products

No Changes

Differences Between Old and New File Layouts for Outbound Network Matched Data Record

The file length has increased to 150 bytes.

NEW FIELDS:

Exercise Price Decimal contains the decimal value of the Exercise Price Fraction. Field is 3 bytes (ddd).

Expiration Day now includes the day of the week. Field is 2 bytes (DD).

Filler has been added to the end of the record – 15 bytes.

Differences Between Old and New File Layouts for Outbound Network Unmatched Data Record

The file length has increased to 150 bytes.

NEW FIELDS:

Exercise Price Decimal contains the decimal value of the Exercise Price Fraction. Field is 3 bytes (ddd).

Expiration Day now includes the day of the week. Field is 2 bytes (DD).

Filler has been added to the end of the record – 15 bytes.

Differences Between Old and New File Layouts for Outbound Network - Valid Series / Valid Series Update

The file length has increased to 150 bytes.

NEW FIELDS:

Exercise Price Decimal contains the decimal value of the Exercise Price Fraction. Field is 3 bytes (ddd).

Expiration Day now includes the day of the week. Field is 2 bytes (DD).

Filler has been increased at the end of the record – 18 bytes.

New Record Layouts in Descriptive Format

Batch Input First Record

RECORD
FIELD NAME / POSITION / BYTES / FORMAT / DESCRIPTION
EXECUTING FIRM / 1-3 / 3 / X / OCC NUMBER
FILLER / 4 / 1 / X / FUTURE EXPANSION
TRANSACTION ID / 5 / 1 / X / F = FIRM SUPPLIED
TRANSACTION SEQ NBR / 6-11 / 6 / X
TRADE DATE / 12-17 / 6 / X / YY-MM-DD
INPUT SEQUENCE NBR / 18 / 1 / X / 1 = FIRST RECORD
TRADING SYMBOL / 19-23 / 5 / X / CLASS CODE
FILLER / 24 / 1 / X
PUT / CALL CODE / 25 / 1 / X / P = PUT; C = CALL
EXPIRATION DATE / 26-31 / 6 / X / YY-MM-DD
EXERCISE PRICE DOLLAR / 32-35 / 4 / N
EXERCISE PRICE FRACTION / 36 / 1 / X
EXERCISE PRICE DECIMAL / 37-39 / 3 / X
FILLER / 40-46 / 7 / X
CABINET INDICATOR / 47 / 1 / X / C = CABINET TRADE
PREMIUM PRICE DOLLAR / 48-51 / 4 / N
PREMIUM PRICE CENT / 52-53 / 2 / N / CENTS
FILLER / 54-55 / 2 / X / FUTURE EXPANSION
PREMIUM PRICE INDICATOR / 56 / 1 / X / D=DECIMAL
FILLER / 57-61 / 5 / X
FILLER / 62-79 / 18 / X
TRANSACTION CODE / 80 / 1 / X / 1, 2, A = ADD
C, R = CHANGE
D, M, W = DELETE

Batch Input Second Record

RECORD
FIELD NAME / POSITION / BYTES / FORMAT / DESCRIPTION
EXECUTING FIRM / 1-3 / 3 / X / OCC NUMBER
FILLER / 4 / 1 / X
TRANSACTION ID / 5 / 1 / X / F = FIRM SUPPLIED
TRANSACTION SEQ NBR / 6-11 / 6 / X
TRADE DATE / 12-17 / 6 / X / YY-MM-DD
INPUT SEQUENCE NBR / 18 / 1 / X / 2 = SECOND RECORD
BUY / SELL CODE / 19 / 1 / X / 1 = BUY; 2 = SELL
CONTRACT QUANTITY / 20-24 / 5 / N
OPEN / CLOSE CODE / 25 / 1 / X / O = OPEN; C = CLOSE
X = OPEN COVERED
ORIGIN CODE / 26 / 1 / X / C = CUSTOMER; F = FIRM
M = MARKET-MAKER
Y = STOCK SPECIALIST
B = BROKER-DEALER
N = NON-MEMBER MM
EXECUTING BROKER / 27-29 / 3 / X
FILLER / 30 / 1 / X
MARKET MAKER BROKER / 31 / 3 / X
FILLER / 34 / 1 / X
CMTA FIRM / 35-37 / 3 / X / OCC NUMBER
FILLER / 38 / 1 / X
OPPOSITE FIRM / 39-41 / 3 / X / OCC NUMBER
FILLER / 42 / 1 / X
OPPOSITE BROKER / 43-45 / 3 / X
FILLER / 46 / 1 / X
EXECUTION TIME / 47-52 / 6 / N / HH-MM-SS
HALT INDICATOR / 53 / 1 / X
FIRM OPTIONAL DATA / 54-69 / 16 / X
FILLER / 70-79 / 10 / X
TRANSACTION CODE / 80 / 1 / X / 1, 2, A = ADD
C, R = CHANGE

TP25 (ITP Message) Data Record

POSITION / RECORD
FIELD NAME / FROM HEADER / POSITION / BYTES / FORMAT / DESCRIPTION

TRANSACTION ID

/ 1-4 / 4 / ‘TP25’
VERSION / 5 / 1 /

‘ ‘ (space) = EXPANDED TIME LAYOUT

SEQUENCE NUMBER / 6-10 / 5 / FIRM GENERATED SEQUENCE NUMBER
TRANSACTION CODE / 11 / 1 / 1 / X / A = ADD; C = CHANGE;
D = DELETE
BUY / SELL CODE / 12 / 2 / 1 / X / B = BUY; S = SELL
EXECUTING FIRM / 13-15 / 3-5 / 3 / X / OCC NUMBER
FILLER / 16 / 6 / 1 / X / FUTURE EXPANSION
EXECUTING BROKER / 17-19 / 7-9 / 3 / X
FILLER / 20 / 10 / 1 / X / FUTURE EXPANSION
CONTRACT QUANTITY / 21-25 / 11-15 / 5 / N
PUT / CALL CODE / 26 / 16 / 1 / X / P = PUT; C = CALL
TRADING SYMBOL / 27-31 / 17-21 / 5 / X
EXPIRATION DATE / 32-35 / 22-25 / 4 / X / YY-MM (DD AT POSITION 51)
EXERCISE PRICE DOLLAR / 36-39 / 26-29 / 4 / N
EXERCISE PRICE FRACTION / 40 / 30 / 1 / N
EXERCISE PRICE DECIMAL / 41-43 / 31-33 / 3 / X
CABINET INDICATOR / 44 / 34 / 1 / X / C = CABINET TRADE
PREMIUM PRICE DOLLAR / 45-48 / 35-38 / 4 / N
PREMIUM PRICE CENT / 49-50 / 39-40 / 2 / N / DECIMAL VALUE
EXPIRATION DAY / 51-52 / 41-42 / 2 / X / DD

FILLER

/ 53-53 / 43-44 / 2 / X /

CBOE USE

OPEN / CLOSE CODE / 55 / 45 / 1 / X
ORIGIN CODE / 56 / 46 / 1 / X
OPPOSITE FIRM / 57-59 / 47-49 / 3 / X / OCC NUMBER
FILLER / 60 / 50 / 1 / X / FUTURE EXPANSION
OPPOSITE BROKER / 61-63 / 51-53 / 3 / X
FILLER / 64 / 54 / 1 / X / FUTURE EXPANSION
CMTA FIRM / 65-67 / 55-57 / 3 / X / GIVE UP FIRM OCC NUMBER
FILLER / 68 / 58 / 1 / X / FUTURE EXPANSION
MARKET MAKER BROKER / 69-71 / 59-61 / 3 / X
FILLER / 72 / 62 / 1 / X / FUTURE EXPANSION
HALT INDICATOR / 73 / 63 / 1 / X
FIRM OPTIONAL DATA / 74-89 / 64-79 / 16 / X
TRADE EXECUTION TIME / 90-95 / 80-85 / 6 / X / HH-MM-SS
AS OF DATE / 96-100 / 86-90 / 5 / X / MM-DD-Y
TRANSACTION NBR / 101-107 / 91-97 / 7 / X
FILLER / 108-110 / 98-100 / 3 / X
[END-OF-MESSAGE / 111 / 101 / 1 /

X’EE’ (hex) if this is end of msg]

OCCURS 7 TIMES: / (111-278) / (101-268) / (168) / Each is 26 bytes
CONTRA-OPP-FIRM / 3 / X / OCC NUMBER
FILLER / 1 / X / FUTURE EXPANSION
CONTRA-OPP-BROKER / 3 / X
FILLER / 1 / X / FUTURE EXPANSION
CONTRA-CONTRACT-QTY / 5 / X
CONTRA-EXECUTION-TIME / 6 / X / HH-MM-SS
CONTRA-TRANSACTION-NBR / 7 / X
[END-OF-MESSAGE for 2 CONTR / 137 / 127 /

X’EE’ (hex)]

[END-OF-MESSAGE for 3 CONTR / 163 / 153 /

X’EE’ (hex)]

[END-OF-MESSAGE for 4 CONTR / 189 / 179 /

X’EE’ (hex)]

[END-OF-MESSAGE for 5 CONTR / 215 / 205 /

X’EE’ (hex)]

[END-OF-MESSAGE for 6 CONTR / 241 / 231 /

X’EE’ (hex)]

[END-OF-MESSAGE for 7 CONTR / 267 / 257 /

X’EE’ (hex)]

[END-OF-MESSAGE for 8 CONTR / 293 / 283 /

X’EE’ (hex)]

Extracted Output Data Record 1 (Blotter Job)

Extracted Output Data Record 2 (Blotter Job)

RECORD
FIELD NAME / POSITION / BYTES / FORMAT / DESCRIPTION
EXECUTING FIRM / 1-3 / 3 / X / OCC NUMBER
FILLER / 4 / 1 / X
TRANSACTION ID / 5 / 1 / X / F = FIRM SUPPLIED
TRANSACTION SEQ NBR / 6-11 / 6 / X
TRADE DATE / 12-17 / 6 / X / YY-MM-DD
INPUT SEQUENCE NBR / 18 / 1 / X / 2 = SECOND RECORD
BUY / SELL CODE / 19 / 1 / X / 1 = BUY; 2 = SELL
CONTRACT QUANTITY / 20-24 / 5 / N
OPEN / CLOSE CODE / 25 / 1 / X / O = OPEN; C = CLOSE
X = OPEN COVERED
ORIGIN CODE / 26 / 1 / X / C = CUSTOMER; F = FIRM
M = MARKET-MAKER
Y = STOCK SPECIALIST
B = BROKER-DEALER
N = NON-MEMBER MM
EXECUTING BROKER / 27-29 / 3 / X
FILLER / 30 / 1 / X
MARKET MAKER BROKER / 31 / 3 / X
FILLER / 34 / 1 / X
CMTA FIRM / 35-37 / 3 / X / OCC NUMBER
FILLER / 38 / 1 / X
OPPOSITE FIRM / 39-41 / 3 / X / OCC NUMBER
FILLER / 42 / 1 / X
OPPOSITE BROKER / 43-45 / 3 / X
FILLER / 46 / 1 / X
EXECUTION TIME / 47-50 / 4 / X / HHMM
HALT INDICATOR / 51 / 1 / X
FIRM OPTIONAL DATA / 52-67 / 16 / X
EXECUTION TIME SECONDS / 68-69 / 2 / X / SS
FILLER / 70-79 / 10 / X
TRANSACTION CODE / 80 / 1 / X / 1, 2, A = ADD
C, R = CHANGE

Outbound Network Electronic Data Request Record

RECORD
FIELD NAME / POSITION / BYTES / FORMAT / DESCRIPTION
TRANSACTION CODE / 1 / 1 / X / = 1, 2, A, C, M, or R
BUY / SELL CODE / 2 / 1 / X
EXECUTING FIRM / 3-5 / 3 / X
FILLER / 6 / 1 / X
EXECUTING BROKER / 7-9 / 3 / X
FILLER / 10 / 1 / X
CONTRACT QUANTITY / 11-15 / 5 / N
FILLER / 16-17 / 2 / X
PUT / CALL CODE / 18 / 1 / X / P = PUT; C = CALL
TRADING SYMBOL / 19-23 / 5 / X
EXPIRATION DATE / 24-29 / 6 / X / YY-MM-DD
EXERCISE PRICE DOLLAR / 30-33 / 4 / N
EXERCISE PRICE FRACTION / 34 / 1 / X
EXERCISE PRICE DECIMAL / 35-37 / 3 / X
CABINET INDICATOR / 38 / 1 / X / C = CABINET TRADE
PREMIUM PRICE DOLLAR / 39-42 / 4 / N
PREMIUM PRICE CENT / 43-44 / 2 / N / DECIMAL VALUE
FILLER / 45-46 / 2 / X / FUTURE EXPANSION
FILLER / 47-48 / 2 / X
OPEN / CLOSE CODE / 49 / 1 / X
ORIGIN CODE / 50 / 1 / X
OPPOSITE FIRM / 51-53 / 3 / X
FILLER / 54 / 1 / X
OPPOSITE BROKER / 55-57 / 3 / X
FILLER / 58 / 1 / X
GIVE UP FIRM / 59-61 / 3 / X / CMTA FIRM
FILLER / 62 / 1 / X
MARKET MAKER BROKER / 63-65 / 3 / X
FILLER / 66 / 1 / X
HALT INDICATOR / 67 / 1 / X
FIRM OPTIONAL DATA / 68-83 / 16 / X
EXECUTION TIME / 84-89 / 6 / X / HH-MM-SS
TRADE DATE / 90-95 / 6 / X / YY-MM-DD
TRANSACTION ID / 96 / 1 / X
TRANSACTION SEQUENCE NUM / 97-102 / 6 / X
FILLER / 103-107 / 5 / X
PREMIUM PRICE INDICATOR / 108 / 1 / X / D = DECIMAL; F = FRACTION
INPUT TYPE / 109 / 1 / X / H = HANDHELD; R = RAES

SUB ACCOUNT

/ 110-115 / 6 / X /

ADDED FOR MMHH FIRMS

FILLER / 116-128 / 13 / X
FILLER / 129 / 1 / X
OUTBOUND DATA TYPE / 130 / 1 / X / 4 = ELECTRONIC REQUEST
REPORTING CYCLE / 131 / 1 / X / 0 = ELEC-ALL; 1 = ELEC MMRAES; 3 = ELEC MMHH; 4 = ELEC FLEX TRADES
SECURITY TYPE / 132 / 1 / X / LAST BYTE OF SECURITY TYPE CODE (PRODUCT TYPE SECURITY CODE)
FILLER / 133 / 1 / X

Outbound Network Stock-Like Products Record

RECORD
FIELD NAME / POSITION / BYTES / FORMAT / DESCRIPTION
TRANSACTION TYPE / 1 / 1 / X / ‘1’
BUY / SELL CODE / 2 / 1 / X
EXEC CBOE FIRM NBR / 3-5 / 3 / N / 3 DIGIT CBOE NUMBER
EXEC CLR FIRM NBR / 6-9 / 4 / N / OCC NUMBER
EXEC CLR FIRM ACRONYM / 10-13 / 4 / X
EXEC CLR CORP INDICATOR / 14 / 1 / X
EXEC BROKER / 15-17 / 3 / X
FILLER / 18-20 / 3 / X
STOCK QUANTITY / 21-27 / 7 / N
STOCK SYMBOL / 28-38 / 11 / X
STOCK PRICE DOLLAR / 39-42 / 4 / N
STOCK PRICE CENT / 43-44 / 2 / N / DECIMAL VALUE
FILLER / 45-46 / 2 / X / FUTURE EXPANSION
FRACTION ERROR INDICATOR / 47 / 1 / X
EXCHANGE CODE / 48 / 1 / X
SHORT SALE INDICATOR / 49 / 1 / X
ACCOUNT TYPE / 50 / 1 / X
OPPOSITE CBOE FIRM NBR / 51-53 / 3 / N / 3 DIGIT CBOE NUMBER
FILLER / 54 / 1 / X
OPPOSITE CLR FIRM NBR / 55-58 / 4 / N / OCC NUMBER
OPPOSITE CLR FIRM ACRONYM / 59-62 / 4 / X
OPPOSITE CLR CORP INDICATOR / 63 / 1 / X
PRICE DECIMAL / FRACTION IND / 64 / 1 / X / D=DECIMAL PRICE; F=FRACTION PRICE
FILLER / 65-67 / 3 / X
TRADE EXECUTION TIME / 68-73 / 6 / N / HH-MM-SS
TRADE DATE / 74-79 / 6 / N / MM-DD-YY
TRANSACTION SOURCE CODE / 80 / 1 / X
TRANSACTION NBR / 81-86 / 6 / N
EXEC CORR CLR NBR / 87-90 / 4 / X / OCC NUMBER
EXEC ORIGIN / 91 / 1 / X
FILLER / 92-128 / 37 / X
FILLER / 129 / 1 / X
OUTBOUND DATA TYPE / 130 / 1 / X / 7 = STOCK-LIKE PRODUCTS
REPORTING CYCLE / 131 / 1 / X / C = CONTROL TYPE; 0 = ALL STOCKS; 1 = STOCK TYPE 1
SECURITY TYPE / 132 / 1 / X / LAST BYTE OF SECURITY TYPE CODE (PRODUCT TYPE SECURITY CODE)
FILLER / 133 / 1 / X

Outbound Network Matched Trade Data Record

RECORD
FIELD NAME / POSITION / BYTES / FORMAT / DESCRIPTION
MATCHED TYPE / 1 / 1 / X
PUT / CALL CODE / 2 / 1 / X
MATCH DATE / 3-8 / 6 / X
TRADING SYMBOL / 9-13 / 5 / X
EXPIRATION DATE / 14-17 / 4 / X / YY-MM (DD AT POSITION 134)
EXERCISE PRICE INTEGER / 18-21 / 4 / N
EXERCISE PRICE FRACTION / 22 / 1 / X
EXERCISE PRICE DECIMAL / 23-25 / 3 / X
EXECUTING FIRM / 26-28 / 3 / X
OPPOSITE FIRM / 29-31 / 3 / X
EXECUTING BROKER / 32-34 / 3 / X
OPPOSITE BROKER / 35-37 / 3 / X
MARKET MAKER BROKER / 38-40 / 3 / X
ORIGIN CODE / 41 / 1 / X
PREMIUM PRICE DOLLAR / 42-45 / 4 / N
PREMIUM PRICE DECIMAL / 46-52 / 7 / X
CONTRACT QUANTITY / 53-57 / 5 / N
OPEN / CLOSE CODE / 58 / 1 / X / O=OPEN; C=CLOSE; X=OPEN COVERED
BUY / SELL CODE / 59 / 1 / X / 1=BUY; 2=SELL
PREMIUM FRAC / DEC PRINT / 60-64 / 5 / X
OPT. DATA: FIRM CARD NO. / 65-67 / 3 / X / BEG. OF FIRM OPT. DATA
REST OF OPTIONAL DATA / 68-80 / 13 / X / REMAINDER OF OPT. DATA
GIVE UP FIRM / 81-83 / 3 / X
PARTIAL INDICATOR / 84 / 1 / X / P=PARTIAL MATCH
TRADE DATE / 85-90 / 6 / X
OPPOSITE FIRM SUBMIT / 91-93 / 3 / N
MARKET MULTIPLIER / 94-98 / 5 / N
EXECUTION TIME / 99-104 / 6 / X / HH-MM-SS
REPORT CYCLE INDICATOR / 105 / 1 / X / 1=FIRST RPT CYCLE; 2=SECOND RPT CYCLE; 3=THIRD RPT CYCLE
PRODUCT TYPE SECURITY CD / 106-108 / 3 / X
INPUT SOURCE / 109 / 1 / X / O=ORS FILL; R=RAES FILL; W=ITP WIRE; T = ITP TERMINAL; B=BATCH; H=HAND HELD TERMINAL; C=COBRA FILL; S=SCREEN BASED TRADE; E=EBOOK; P=PAR; A=BART
ORS ENTRY TYPE / 110 / 1 / X / W=WIRE; B=BOOTH; P OR X=COBRA PHONE MANUAL BK
MATCHED CRITERIA / 111 / 1 / X
RECORD TYPE ID / 112 / 1 / X / M=MATCHED; C=CONTRA
INCM OPPOSITE FIRM / 113-115 / 3 / X
INCM EXECUTING BROKER / 116-118 / 3 / X
INCM OPPOSITE BROKER / 119-121 / 3 / X
TRANSACTION NUMBER / 122-128 / 7 / X
FILLER / 129 / 1 / X
OUTBOUND DATA TYPE / 130 / 1 / X / 2=MATCHED TRADE
REPORTING CYCLE / 131 / 1 / X / SAME AS REPORT CYCLE IND
SECURITY TYPE / 132 / 1 / X / LAST BYTE OF SECURITY TYPE CODE (PRODUCT TYPE SECURITY CODE)
FILLER / 133 / 1 / X
EXERCISE DAY / 134-135 / 2 / X / DD
FILLER / 136-150 / 15 / X

Outbound Network Unmatched Trade Data Record

RECORD
FIELD NAME / POSITION / BYTES / FORMAT / DESCRIPTION
RECORD ID / 1 / 1 / X / U=UNMATCHED TRADE; A=ADVISORY RECORD
PUT / CALL CODE / 2 / 1 / X
TRADE DATE / 3-8 / 6 / X
BUY FIRM / 9-11 / 3 / X
SELL FIRM / 12-14 / 3 / X
BUY BROKER / 15-17 / 3 / X
SELL BROKER / 18-20 / 3 / X
TRADING SYMBOL / 21-25 / 5 / X
EXPIRATION DATE / 26-29 / 4 / X / YY-MM (DD AT POSITION 133)
EXERCISE PRICE DOLLAR / 30-33 / 4 / N
EXERCISE PRICE FRACTION / 34 / 1 / X
EXERCISE PRICE DECIMAL / 35-37 / 3 / X
PREMIUM PRICE INTEGER / 38-41 / 4 / N
PREMIUM PRICE DECIMAL / 42-48 / 7 / X
CONTRACT QUANTITY / 49-53 / 5 / X
ORIGIN CODE / 54 / 1 / X
OPEN / CLOSE CODE / 55 / 1 / X / O=OPEN; C=CLOSE; X=OPEN COVERED
BUY / SELL CODE / 56 / 1 / X / 1=BUY; 2=SELL
MARKET MAKER BROKER / 57-59 / 3 / X
PREMIUM DEC / FRAC PRINT / 60-64 / 5 / X
OPT. DATA: FIRM CARD NO. / 65-67 / 3 / X / BEG. OF FIRM OPT. DATA
REST OF OPTIONAL DATA / 68-80 / 13 / X / REMAINDER OF OPT. DATA
GIVE UP FIRM / 81-83 / 3 / X
INVALID BUY / SELL CD / 84 / 1 / X
INVALID BUY FIRM / 85 / 1 / X
INVALID SELL FIRM / 86 / 1 / X
INVALID BUY BROKER / 87 / 1 / X
INVALID SELL BROKER / 88 / 1 / X
INVALID SERIES / 89 / 1 / X
INVALID PREMIUM / 90 / 1 / X
INVALID OPEN / CLOSE CODE / 91 / 1 / X
INVALID ORIGIN CODE / 92 / 1 / X
FILLER / 93 / 1 / X
INVALID MARKET MAKER BKR / 94 / 1 / X
INVALID CONT QUANTITY / 95 / 1 / X
PARTIAL INDICATOR / 96 / 1 / X
TRANSACTION NO. A-D / 97-103 / 7 / X
HALT INDICATOR / 104 / 1 / X
MARKET MULTIPLIER / 105-109 / 5 / N
BUST INDICATOR / 110 / 1 / X
EXECUTION TIME / 111-116 / 6 / X / HH-MM-SS
PRODUCT TYPE SECURITY CD / 117-119 / 3 / X
TRADE ENTRY TIME / 120-125 / 6 / X
REPORT CYCLE INDICATOR / 126 / 1 / X / 1=FIRST CYCLE; 2=SECOND CYCLE; 3=THIRD CYCLE
INPUT TYPE / 127 / 1 / X / O=ORS FILL; R=RAES FILL; W=ITP WIRE; T = ITP TERMINAL; B=BATCH; H=HAND HELD TERMINAL; C=COBRA FILL; S=SCREEN BASED TRADE; E=EBOOK; P=PAR; A=BART
ORS ENTRY TYPE / 128 / ` / X / W=WIRE; B=BOOTH; P OR X=COBRA PHONE MANUAL BK
FILLER / 129 / 1 / X
OUTBOUND DATA TYPE / 130 / 1 / X / 1=UNMATCHED TRADE
REPORTING CYCLE / 131 / 1 / X / SAME AS REPORT CYCLE IND
SECURITY TYPE / 132 / 1 / X / LAST BYTE OF SECURITY TYPE CODE (PRODUCT TYPE SECURITY CODE)
FILLER / 133 / 1 / X
EXERCISE DAY / 134-135 / 2 / X / DD
FILLER / 136-150 / 15 / X

Outbound Network Info File Data Record – Valid Series / Valid Series Update

RECORD
FIELD NAME / POSITION / BYTES / FORMAT / DESCRIPTION
RECORD CODE / 1 / 1 / X / S=SERIES RECORD
PUT / CALL / 2 / 1 / X
CLASS SYMBOL / 3-7 / 5 / X
EXPIRATION DATE / 8-11 / 4 / X / MM-YY (DD AT POSITION 63)
EXERCISE PRICE DOLLAR / 12-15 / 4 / N / EXPANDED
EXERCISE PRICE FRACTION / 16 / 1 / X
EXERCISE PRICE DECIMAL / 17-19 / 3 / X
QUOTRON MONTH SYMBOL / 20 / 1 / X
QUOTRON SERIES SYMBOL / 21 / 1 / X
MARKET MULTIPLIER / 22-25 / 4 / N
PRODUCT LINE / 26 / 1 / X
PRODUCT SECURITY TYPE / 27-28 / 2 / X
DUAL CODE / 29 / 1 / X
POST / 30-31 / 2 / X
QUADRANT / 32 / 1 / X
UNDERLYING SECURITY / 33-37 / 5 / X
POSITION LIMIT / 38-46 / 9 / N
NEAR TERM POSITION LIMIT / 47-55 / 9 / N
START DATE / 56-61 / 6 / X / MM-DD-YY

PREMIUM PRICE INDICATOR

/ 62 / 1 / X / D=DECIMAL; F=FRACTION

EXPIRATION DAY

/ 63-64 / 2 / X

FILLER

/ 65-79 / 15 / X / REDUCED
TRANSACTION TYPE / 80 / 1 / X / FOR UPDATE RECORD ONLY: C=CHANGE, A=ADD, D=DELETE
FILLER / 81-128 / 48 / X
FILLER / 129 / 1 / X
OUTBOUND DATA TYPE / 130 / 1 / X / 3=ALL SERIES; 5=SERIES UPDATES ONLY
FILE TYPE / 131 / 1 / X / 0=ALL 3 INFO FILES; 2=SERIES FILE
UPDATE TYPE / 132 / 1 / X / 0=ALL; 1=ADDS; 2=CHANGES; 3=DELETES
FILLER / 133-150 / 18 / X

December 1, 2009