Does anyone have any information about linkage between the options exchanges during their opening rotation? I had an instance where a market order to buy was routed to CBOE after the PHLX had already traded the option. The CBOE did not open their trading until 10 minutes later and I got the bid price at that time rather than at the time the market order was placed. The bid moved from 9.70 to 10.20 during that time. I was told that even though the BBO was 9.30 x 9.70 at the time the order was placed, the exchanges do not go out on linkage during their opening rotation. I am due whatever the opening bid is on the exchange the order was routed to, even though the option had already traded 10 minutes earlier on another exchange. Is this true?