End of Day Summary Message Example

Table 1. End of Day Summary Message Example
Length4165 bytes
TypeBAEnd of Day Summary
Time Offset18 D2 06 00447,000 ns since last Time Message
Symbol39 38 37 36 35 34987654
Open InterestB1 68 DE 3A987,654,321 contracts
High PriceDC FB 09 00 00 00 00 00$65.43
Low Price08 E2 01 00 00 00 00 00$12.34
Open PriceE0 49 08 00 00 00 00 00$54.32
Close PriceF8 A9 08 00 00 00 00 00$56.78
Total Volume15 CD 5B 07123,456,789 contracts
Block Volume88 13 00 005,000 block contracts
ECRP Volume00 00 00 00Always zero
Summary Flags15High Price Valid 0x01 Low Price Valid 0x04 Has Open/Close 0x10
Cboe Titanium Cboe Futures Exchange OOF Multicast Depth of Book (PITCH) Specification - End of Day Summary Message Example | Cboe