Futures Specific Symbol Processing
CFE has implemented a symbol mapping mechanism (Futures Instrument Definition message) for the Multicast TOP feeds, which maps each specific simple futures contract or spread instrument to a six character, ASCII Symbol. For example, the weekly VX11 contract expiring March 14, 2017 might be represented by the Symbol 0abC12. This symbol mapping significantly reduces the size of the Multicast TOP feed for futures and allows participants to use the same symbol handling mechanisms for the Cboe operated equity, options, and futures exchanges. This symbol mapping is the same as the Multicast PITCH feed.
Mapping occurs on a continuous basis on each unit's multicast feed. Futures Instrument Definition messages can be both un-sequenced and sequenced. Un-sequenced messages are sent from pre-market through the end of trading in a continuous loop that will complete approximately once every minute. Once the same contract has been seen twice, the user can be certain the full loop has been observed. The rate is variable and will be adjusted as bandwidth allows.
Spread instruments may be occasionally created intra-day. In these cases, the Futures Instrument Definition message will be sent as a sequenced message on the real-time feed and from the Spin Server before any other messages that reference an instrument created intra-day are sent.
In addition to the symbol mapping events available on the Multicast TOP feed, a downloadable file with current mappings is available via the CFE website.
Production symbol files:
Certification symbol files: