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re: CBOE Order Capacity Values
Jim Northey / Chicago Board Options Exchange
17 Jul 2003 5:27PM ET CBOE chose to implement nonstandard, custom order capacity values in their FIX 4.2 implementation. The values are placed in the Rule80A(Order Capacity)(tag 47) field.
As the values they use are non-standard you will have to refer to the values specified in the CBOE API documentation available at http://systems.cboe.com/webAPI
> Volume 7 of the FIX 4.3 and 4.4 specifications contains a section called "US Listed Options Order Capacity". In this section are "commonly used order capacity codes from the US listed options markets and how they map to FIX 4.3". The CBOE FIX specification (which is for FIX 4.2) has some order capacity codes that do not appear to be tackled in the aforementioned mapping. These special codes are I (In-Crowd Market-Maker) and X (Customer Broker Dealer). Am I misreading the FIX specification, or are these custom CBOE capacities yet to be included in the FIX documentation?
>
> Michael E. Pouliot
> PCXTrade Technologies, Inc.
> NY, NY
>
re: CBOE Order Capacity Values
Jim Northey / Chicago Board Options Exchange 17 Jul 2003 5:27PM ET
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