Cboe Futures Exchange (CFE) Enumerations#

The Cboe Futures Exchange (CFE) offers trading in volatility futures, including the Cboe Volatility Index (VIX) futures.

The following fields have Enumerations:

  • BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

  • CALL_PUT_IND - “C” - Call option, “P” - Put option

  • TRADE_PERIOD - Market period during which a trade was executed.

  • TRADE_TYPE - Type of trade

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit book

1

Off-book
CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Auction

O

Opening auction
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

12

Re-opening trade

14

Spread trade

17

Trade cancellation

22

Block trade

23

Exchange of contract for related position (ECRP)

4

Late reported (in correct sequence)

5

Opening trade