November 08, 2019 16:22:02
Post Mortem: Cboe Options Exchange Matching Engine Failovers
SCI System(s) Affected: Matching Engine
Incident Description: Disruption
On November 7, 2019 at 15:58:46 ET, a software defect related to the matching of a complex order with an equity leg resulted in a crash of Matching Engine 16, symbol range LOW - MPCA, on the Cboe Options Exchange. The software defect involves a specific combination of order entry and market data conditions. A Matching Engine failover was automatically initiated following the crash and successfully completed at 16:01:39 ET.
On November 8, 2019 at 10:02:56 ET, the same software defect described resulted in the crash of Matching Engine 2, symbol range ACNB-AMGN. A Matching Engine failover was automatically initiated following the crash and successfully completed at 10:05:37 ET.
Members Affected: TPHs trading in symbol ranges LOW - MPCA and ACNB-AMGN during the time periods noted above.
Corrective Action: The underlying software defect has been identified and will be patched for Monday, November 11th.
Cboe Trade Desk