Auction Feed Messages

The fields within each message type have a corresponding data type. The various data types are defined in the following table.

Table 1. Equities Auction Feed Data Types
Data TypeDescription
AlphaA string of ASCII letters (A-Z) left justified and space padded on the right.
NumericA string of ASCII numbers (0-9), right justified and zero filled on the left.
PricesA string of ASCII numbers (0-9) consisting of 6 whole number digits followed by 4 decimal digits. The whole number portion is zero filled on the left; the decimal portion is zero filled on the right. The decimal point is implied by position and does not does explicitly appear in the field.
Long PricesA string of ASCII numbers (0-9) consisting of 8 whole number digits followed by 6 decimal digits. The whole number portion is zero filled on the left; the decimal portion is zero filled on the right. The decimal point is implied by position and does not does explicitly appear in the field.
Time StampsA string of numbers (0-9) representing whole number milliseconds past midnight Eastern Time, right justified and zero filled on the left, with no decimal point.
Cboe Titanium BZX Equities Auction Feed Specification - Auction Feed Messages | Cboe