4.3-short.yml

---
- Name: Add Order (short)
  Section: "4.3"
  Description: >-
      An Add Order message represents a newly accepted visible order on the Cboe
      book. It includes a day-specific Order ID assigned by Cboe to the order.
      The Display field is used to reflect whether or not the order can be
      considered a protected quote and thus reportable to the SIP.

      NOTE: If an order’s Price or Display values change within the Cboe
      matching engine, a Cancel Order Message will be immediately followed by a
      new Add Order message with the same Order ID as the original order. An
      order that changes its Display value from “N” to “Y” will not lose its
      priority.
  Fields:
      - Field Name: Timestamp
        Offset: 0
        Length: 8
        Data Type: Timestamp
        Description: Timestamp
      - Field Name: Message Type
        Offset: 8
        Length: 1
        Data Type: A
        Description: Add Order message (short)
      - Field Name: Order ID
        Offset: 9
        Length: 12
        Data Type: Base 36 Numeric
        Description: Day-specific identifier assigned to this order
      - Field Name: Side Indicator
        Offset: 21
        Length: 1
        Data Type: Alpha
        Description: |-
            B = Buy Order
            S = Sell Order
      - Field Name: Shares
        Offset: 22
        Length: 6
        Data Type: Numeric
        Description: Number of shares being added to the book (may be less than the number of shares entered).
      - Field Name: Stock Symbol
        Offset: 28
        Length: 6
        Data Type: Printable ASCII
        Description: Stock symbol right padded with spaces.
      - Field Name: Price
        Offset: 34
        Length: 10
        Data Type: Price
        Description: The limit order price
      - Field Name: Display
        Offset: 44
        Length: 1
        Data Type: Alpha
        Description: Y = The order is aggregated in the Cboe SIP quote.