Message Format

The messages that make up the Futures TOP protocol are formatted with JSON, and each message contains the Sequence field (see Sequence Field), which handles sequencing and delivery integrity.

The Futures TOP data feed is comprised of a series of dynamic length sequenced messages. Each message begins with the messageType (m) field. Cboe reserves the right to add message types and grow the length of any message without notice. Participants should develop their decoders to deal with unknown message types and messages that grow beyond the expected length. Messages will only be grown to add additional data to the end of a message.