Ask Update Message Fields

Ask Update messages replace the previous Top of Book ask for a symbol. One Ask Update message may reflect one or more updates to the inside ask that were processed at the same time.

Table 1. Ask Update Message Fields
Field Name JSON Value Description
messageType m "e" Ask Update message
timestamp t Numeric
  • Milliseconds since midnight ET (BZX, EDGX), or
  • Milliseconds since midnight London (BXE, CXE, DXE)
symbol s Alpha Symbol
askPrice ap Price Ask price; 0 if no asks
askSize as Numeric Ask size; 0 if no asks
Cboe Titanium Cboe Global Cloud Feed Specification - Ask Update Message Fields | Cboe