Index Definition Message Fields

Index Definition messages contain values associated with information describing an index such as an index’s current status (active, inactive, or deleted), channel name, current trading date, data source, and description.

Table 1. Index Definition Message Fields
Field NameJSONValueDescription
sendTimesendTimeNumericEpoch time message was published from system.
messageTypemsgType"D"D=definition message update.
sequence numberseqNumericSequence identifier from Cboe Global Indices (Note: seq values will be increasing but not guaranteed to be without gaps). Reset is expected on restart or failover.
symbolsymAlphaExternal index symbol.
current record numbercurrRecNumericClients should begin capturing data beginning at 1.
total number of recordstotRecsNumericTotal number of updates within loop.
descriptiondescAlphaDescription of the index.
datedateAlphaCurrent business date for a given index symbol.
statusstatusNumeric
  • Status of Index.
  • 1=Active - loaded and a business day
  • 2=Inactive - loaded and not a business day
  • 3=Deleted - no longer distributed
  • (removed from the feed after ‘30’ days
agent classificationagentCodeAlpha
  • Originating source of the index:
  • <blank>=Not Specified
  • CO=Cboe
  • CC=Cboe Custom
  • MC=Morningstar Customer
  • MS=Morningstar
  • TP=Third-party
channelchannelsJSON List
  • Sequence Group of the following types:
  • CCCY=Cryptocurrency
  • CSMI=Main
  • CGI=European Markets
  • INAV=Net Asset Values
  • FTSE=Russell Indices
  • MSCI=Morgan Stanley
  • MSTAR=Morningstar
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