Auction Summary Message Fields
Auction Summary messages disseminate the results of a Cboe listed security auction and for Cboe Market Close (CMC).
An Auction Summary message for each Cboe listed security is sent at the conclusion of its opening auction and represents the Cboe official opening price. A Closing Auction Summary message for each Cboe listed security is sent at the conclusion of its closing auction and represents the Cboe official closing price. An IPO Auction Summary message for each Cboe listed security is sent at the conclusion of the IPO Auction and represents the official Cboe IPO opening price.
An Auction Summary message will be sent for CMC once the official closing price for each security is available. The Price and Shares fields will indicate the price of the CMC match and the number of shares that were executed. If the official closing price is updated after its initial publication, then another Auction Summary message will be disseminated to reflect the updated price of the CMC match.
The Auction Summary message has the following format:
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Numeric | Timestamp |
| Message Type | 8 | 1 | ‘J’ | Auction Summary message |
| Stock Symbol | 9 | 8 | Alpha | Stock symbol right padded with spaces. |
| Auction Type | 17 | 1 | Alpha |
|
| Price | 18 | 10 | Numeric | Auction price or CMC match price. |
| Shares | 28 | 10 | Numeric | Cumulative number of shares executed during the auction or CMC matching session. |
The following extended version of the Auction Summary message accommodates larger prices and has the following format:
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Numeric | Timestamp |
| Message Type | 8 | 1 | ‘4’ | Auction Summary message |
| Stock Symbol | 9 | 8 | Alpha | Stock symbol right padded with spaces. |
| Auction Type | 17 | 1 | Alpha |
|
| Price | 18 | 14 | Long Price |
|
| Shares | 32 | 10 | Numeric |
|