Trading Interface Specifications

SAIL

SAIL SOLA® Access Information Language (SAIL) is the native protocol for SOLA®, offering functionalities required by both Order Flow Providers and Market Makers.

FIX

FIX is an order management protocol widely used by professional trading systems, as well as by many order management systems. BOX provides a FIX interface which allows BOX Participants, who are already using the FIX protocol for order routing and management to other options markets, to connect to the BOX trading engine with a minimum of effort.


Automated Trade Reporting (ATR)

ATR

The Automated Trade Reporting (“ATR”) service is a real-time feed containing transactions, Give-Ups, and Allocations for execution transactions on BOX.


High Speed Vendor Feed (“HSVF”)

HSVF is the protocol for receiving BOX market data directly from BOX rather than via one of the commercial data vendor suppliers (who receive data from OPRA). It is available to anyone by completing proper documentation which can be found on the Market Data Products page of the BOX website, here.


Open-Close Data Report

The Open-Close Data Report is a volume summary file for trading activity on BOX. The Open-Close Data Report will only be distributed at the end of each day as a historical data product and not a real time data feed. The Open-Close Data Reports will be available to Participants by completing the proper documentation which can be found on the Market Data Products page of the BOX website, here.