CBOE Futures Exchange (CFE) is owned by CBOE and is an all-electronic, open access market that is home to volatility futures, specifically futures on the CBOE Volatility Index® (VIX®). CBOE completed its acquisition of Bats Global Markets, Inc. in February of 2017 and completed its migration to the Bats trading platform in February of 2018. Orders are routed via Bats Binary Order Entry (BOE) and Bats FIX protocols.
TT® supports the following:
CFE matches orders by price/time priority (FIFO) algorithms.
TT supports the CFE exchange's Frequent Trader program. Contact CFE to enroll in this program.
To use this functionality on TT, enter your exchange-provided frequent trader ID in the Frequent Trader ID field on the Accounts | Exchanges | CFE screen. When set for an account, the ID value populates FIX Tag 21097 on all order actions sent to the exchange.
Refer to TT Access for more details about your connectivity options for connecting to TT.