Backoffice Setup CBOE

Modified on 2019/01/25 10:09 by Chad Lowe (CTS) — Categorized as: Uncategorized

CFE/BATS Migration¶

CTI - (Tag 9702, CTICode)
Origin - (Tag 47, OrderCapacity)
Account Code - Ignored
Open/Close - (Tag 77, OpenClose)
Member Allocation - (Tag 115, OnBehalfOfCompID). Enter EFID configured in the CBOE/BATS web portal.
Trader Allocation - (Tag 440, ClearingAccount). Enter the Clearing Account.
Customer Reference - (Tag 21097, FrequentTraderID). Enter your frequent trader id if applicable.

Tag 25004 (OperatorID) will get populated witht he executing login id configured in the user-exchange setup.

Note, Certain behaviors are configurable at the logical port level. Contact the CBOE trade desk at (312)786-8700 to modify. The attributes of primary interest are (there are others):

"Cancel on Disconnect" - Defaults to 'All' which cancels all Day and GTC orders if our driver disconnects from the exchange. (Options are: All: Cancels all orders, Day: Cancels day orders only, None: Don't cancel orders.)

"Cancel on Reject" - Defaults to 'No' meaning an order is not cancelled if a revision fails. 'Yes' cancels an order if a revision fails.

"Carried Order Restatements" - Defaults to 'Yes'. 'Yes' is required on our platform or GTC orders will not be handled correctly.