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Supported Instruments

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Table Filter

totalrow	,,,,,,,,,,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	cboefx_fixproxy,ExecutionVenue&&MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&Products&&MDBookType&&MDEntryType
isFirstTimeEnter	false
cell-width	250,250
hideColumns	true
disabled	false
enabledInEditor	false
globalFilter	false
id	1687962757416_-1146897384
order	0,1
hideControls	false
inverse	false,false
column	Venue
disableSave	false
separator	Point (.)
labels	Venue‚Hide columns
ddOperator	OR
datepattern	dd M yy
updateSelectOptions	false
worklog	365\|5\|8\|y w d h m\|y w d h m
isOR	AND

Table Excerpt Include

name	SupportedInstruments
merge-tables	true
page	Supported Instruments
type	page

Please refer to Supported Instruments to view across all venues.

PartyIDs

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Table Filter

totalrow	,,,
hidelabels	false
sparkName	Sparkline
hidePane	Filtration panel
sparkline	false
default	cboefx_fixproxy : CboeCentral Taker&&cboefx_fixproxy : FullAmount Maker&&cboefx_fixproxy : FullAmount Taker&&cboefx_fixproxy : Maker&&cboefx_fixproxy : Taker
isFirstTimeEnter	false
cell-width	250
hideColumns	false
customNoTableMsg	false
disabled	false
enabledInEditor	false
globalFilter	false
id	1688654874485_943876737
order	0
hideControls	true
inverse	false
column	Venue
disableSave	false
separator	Point (.)
labels	Venue
ddOperator	OR
datepattern	dd M yy
updateSelectOptions	false
worklog	5\|8\|w d h m\|w d h m
isOR	AND

Table Excerpt Include

copytable	true
name	PartyIDs
page	PartyIDs
type	page

Please refer to PartyIDs to view across all venues.

Regulatory Fields

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Table Filter

totalrow	,,,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	cboefx_fixproxy : CboeCentral Taker&&cboefx_fixproxy : FullAmount Maker&&cboefx_fixproxy : FullAmount Taker&&cboefx_fixproxy : Maker&&cboefx_fixproxy : Taker
isFirstTimeEnter	false
cell-width	250
hideColumns	false
customNoTableMsg	false
disabled	false
enabledInEditor	false
globalFilter	false
id	1688654930585_-125395617
order	0
hideControls	true
inverse	false
column	Venue
disableSave	false
separator	Point (.)
labels	Venue
ddOperator	OR
datepattern	dd M yy
updateSelectOptions	false
worklog	5\|8\|w d h m\|w d h m
isOR	AND

Table Excerpt Include

copytable	true
name	RegulatoryFields
page	Regulatory Fields
type	page

Please refer to or Regulatory Fields to view across all venues.

Passthru Fields

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Table Filter

totalrow	,,,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	cboefx_fixproxy : CboeCentral Taker&&cboefx_fixproxy : FullAmount Maker&&cboefx_fixproxy : FullAmount Taker&&cboefx_fixproxy : Maker&&cboefx_fixproxy : Taker
isFirstTimeEnter	false
cell-width	250
hideColumns	false
customNoTableMsg	false
disabled	false
enabledInEditor	false
globalFilter	false
id	1688654961809_663126369
order	0
hideControls	true
inverse	false
column	Venue
disableSave	false
separator	Point (.)
labels	Venue
ddOperator	OR
datepattern	dd M yy
updateSelectOptions	false
worklog	5\|8\|w d h m\|w d h m
isOR	AND

Table Excerpt Include

copytable	true
name	PassthruFields
page	Passthru Fields
type	page

Please refer to Passthru Fields to view across all venues.

Details

Overview

As part of their FixProxy Spec Cboe supports , CboeFX supports:

SPT and NDF on Taker Feed
SPT and NDF on Maker Feed
SPT and NDF on FullAmount Taker
SPT and NDF on FullAmount Maker
SPT only on Cboe Central Taker

Taker

On CboeFX Taker Feeds, the Client can send Day and IOC orders. Market Day orders are supported on SPT ECN but not on NDF ECN.

TIF=DAY - Once an order is placed, if the order is not executed immediately, it stays active with OrdStatus=New and if unfilled gets cancelled only at the end of trading day.
TIF=IOC - Once an order is placed, if the order is not executed immediately, it will be automatically expired.

The ExecutionReport providrd additional information in the Text field as follows:

All IOC misses can be expired with any of these reasons:
- Lastlook decline
- Lastlook timeout
- MinQty
- LotSize
- Insufficient PB credit
- Insufficient Collat credit
- Price no longer available
Aggressive trades will contain an indication of the resting/passive-side liquidity source:
- Passive is last look
- Passive is firm

PegPriceType

Info

title	PegPriceType

cboefx_fixproxy supports MidPricePeg for Spot but not for NDF.

NoStrategyParameters

Cboefx supports algo orders on special order entry sessions, interested clients should contact Cboefx support team to set up the algo order session credentials.

Algo Orders are supported using the NoStrategyParameters.

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Venue	Message	NoStrategyParameterName	NoStrategyParameterType	Venue Comment	MarketFactory Comments
cboefx_fixproxy	NewOrderMultiLeg	AlgoOrder	Int	IsNotAlgoOrder(0) or IsAlgoOrder(1)	For Algo orders
cboefx_fixproxy	NewOrderMultiLeg	AlgoUrgency	Int	Low(0), Medium(1) or High(2)	For Algo orders
cboefx_fixproxy	NewOrderMultiLeg	AlgoUrgentLimitPrice	Price		For Algo orders
cboefx_fixproxy	NewOrderMultiLeg	AlgoSuspendLimitPrice	Price		For Algo orders

Maker

QuoteLayers

NDF: By default QuoteLayers are available for NDF and Cboe does not recommend more than 3 layers.

SPT: Only one 1 QuoteLayer is supported for SPT.

Quotes and QuoteCancels Logic

Cboe only automatically cancels the previous quote on same layer on submission of new quote. i.e. if Quote1 has 2 NoQuoteEntries and Quote2 has 3 NoQuoteEntries, then Cboe automatically replaces Quote1 with Quote2 and gateway does not sends any cancel.
MF Initiates QuoteCancel to the Venue if the latest quote has fewer rungs than previous one. i.e. If Quote1 has 3 NoQuoteEntries and Quote2 has 2 NoQuoteEntries, then on receiving Quote2, MF sends QuoteCancel of Quote1 and then send Quote2 to venue.
Client can explicitly send an empty quote, so MF will cancel the previously published quote if there is one.
If Client sends an Indicative Quote in any layer, MF replaces with 0 Price, so Cboe cancels the previous Quote on same layer.

Trade Confirmation

Client can connect to Maker feed as Firm or Lastlook Maker using configurable parameter "client_role". Please contact TOPS for the setup.

Note

title	Firm vs LastLook

Firm - "client_role: Maker_Firm" -
LastLook- "client_role: Maker_LastLook"

Trade final status is only available for last look maker accounts where they are on the passive side of the trade.

FullAmount Taker

Please refer to CboeFX ECN for further details.

FullAmount Maker

Note

title	UnderlyingQty

All possible MDEntrySizes are under UnderlyingQty section of QuoteRequest message sent to Client

CboeCentral Taker

NDF's are not supported
No pegged orders and market orders
OrderCancelReplace is not supported
MarketData is available only on ITCH
There is no Maker on CboeCentral
SPT and NDF cboefx_fixproxy Taker
SPT and NDF cboefx_fixproxy Maker
SPT and NDF cboefx_fixproxy FullAmount Taker
SPT and NDF cboefx_fixproxy FullAmout Maker
SPT cboefx_fixproxy CboeCentral Taker

Versions Compared

Old Version 5

New Version 6

Key

Supported Instruments

PartyIDs

Regulatory Fields

Passthru Fields

Details

Overview

Taker

PegPriceType

NoStrategyParameters

Maker

QuoteLayers

Quotes and QuoteCancels Logic

Trade Confirmation

FullAmount Taker

FullAmount Maker

CboeCentral Taker