January 10, 2020 16:30:07
Per the Post Mortem update distributed on Wednesday, January 8, 2020, effective for today's trading Cboe has deployed a software patch to resolve the issue where the Cboe Clearing Editor could improperly reduce trading volume on OPRA. A list of trades where volume was incorrectly removed is available here. This list also includes 58 trades which under specific edge case conditions were not originally reported to the Tape. Cboe is currently addressing this issue and will provide an updated notice with a list of any additional such trades should they occur. In all cases, each row in the list of trades represents volume that should be added back to the Tape for an accurate historical record.
January 08, 2020 17:13:12
Post Mortem: Cboe Options Exchange OPRA Trade Reporting Issue
SCI System(s) Affected: OPRA Printer (Trade Reporter)
Incident Description: Compliance
Please be advised that Cboe Options Exchange has identified a software defect where the Cboe Clearing Editor could improperly reduce trading volume counts on OPRA. This issue had no impact related to clearing of any trades. This issue was introduced on October 7, 2019 and unnecessarily reduced the contract volumes on less than 300 trades since that date.
Members Affected: OPRA recipients.
Corrective Action: This defect will be resolved by a software patch to be deployed this Friday, January 10, 2020 at which time Cboe will also issue an updated notice with a link to a full list of trades where volume was incorrectly removed from the tape.