COB Routing Research Notes¶

IBKR Web API v1.0 reference: brokerage session, /iserver/auth/status, /tickle, websocket order updates, and /orders/whatif preview behaviorの確認用。https://www.interactivebrokers.com/campus/ibkr-api-page/cpapi-v1/
IBKR Trading Web API: combo / spread order を conidex で送る仕様と order workflow の確認用。https://www.interactivebrokers.com/campus/ibkr-api-page/web-api-trading/
IBKR Web API Staging: /iserver/marketdata/snapshot の pre-flight request と初回空応答の確認用。https://www.interactivebrokers.com/campus/ibkr-api-page/web-api-staging/
IBKR Requesting Market Data lesson: snapshot field tags と top-of-book snapshot 呼び出し例の確認用。https://www.interactivebrokers.com/campus/trading-lessons/requesting-market-data/
IBKR Complex Orders lesson: Client Portal 側の complex order / conidex 学習用。https://www.interactivebrokers.com/campus/trading-lessons/complex-orders/
IBKR API home: Web API / TWS API / reference の入口。https://www.interactivebrokers.com/campus/ibkr-api-page/ibkr-api-home/
Cboe Complex Orders overview: COB、COA、NSM、Complex AIM の公開概要。https://www.cboe.com/us/options/trading/complex_orders/
Cboe US Options Complex Book Process PDF: COA 100ms、SBBO、COB entry / book / auction 条件の技術資料。https://cdn.cboe.com/resources/membership/US-Options-Complex-Book-Process-pdf.pdf
Cboe Crossing Orders: complex AIM / SAM の auction 条件と shut-out 条件の確認用。https://ww2.cboe.com/us/options/trading/crossing_orders/
Cboe Quoted Spread Book overview: select complex instruments を COB に直接 rest できる公開説明。https://www.cboe.com/markets/us/options/trading/quoted-spread-book
Cboe US options technical specifications index: Complex Book Process を含む技術仕様一覧の入口。https://www.cboe.com/us/options/support/technical/
Cboe C1 Exchange Rule Book PDF: complex order 定義と Rule 5.33 系の一次ソース確認用。https://cdn.cboe.com/resources/regulation/rule_book/C1_Exchange_Rule_Book-Effective-October-7-2019.pdf
Cboe C2 Exchange Rule Book PDF: COB、Complex Only、COA-Eligible / Do-Not-COA 条件の一次ソース確認用。https://cdn.cboe.com/resources/regulation/rule_book/C2_Exchange_Rule_Book.pdf
Cboe U.S. Options Market Data Services: options depth / market data productの公開入口。https://www.cboe.com/market_data_services/us/options/
SEC Rule 606 FAQ: held / not held order routing disclosure の実務 FAQ。https://www.sec.gov/rules-regulations/staff-guidance/trading-markets-frequently-asked-questions/faq-rule-606-regulation
SEC Release 34-44060: order execution and routing practices disclosure の原典。https://www.sec.gov/rule-release/34-44060
SEC Final Rule Release 34-84528: Rule 606 改正の公式 PDF。https://www.sec.gov/rules/final/2018/34-84528.pdf
SEC Final Rule Release 34-85714: customer request disclosure など Rule 606 追加改正の公式 PDF。https://www.sec.gov/rules/final/2019/34-85714.pdf
SEC statement on enhancing order handling disclosures: Rule 606 改正の政策意図を読む補助資料。https://www.sec.gov/newsroom/speeches-statements/redfearn-statement-enhancing-order-handling-disclosures