Index Summary Message Fields

Index Summary messages contain values associated with start or end of day values. Effective date is included for reference. Bid and ask fields are not required. Each message will contain one or more Index Value Blocks.

Table 1. Index Summary Message Fields
Field Name JSON Value Description
sendTime sendTime Numeric Epoch time of value was published from system
transactionTime transTime Numeric Epoch time the transaction occurred
messageType msgType "S" S = index summary update
summaryType summaryType "1"
  • Type of summary
  • 1 = SOD
  • 2 = EOD
sequence number seq Numeric Sequence 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.
symbol sym Alpha Index Symbol
IndexValueBlocks values JSON List List of Index Value Block JSON objects, defined below
Table 2. Index Value Block Message Fields
Field Name JSON Value/Type Description
type type Numeric
  • 0 = bid
  • 1 = ask
  • 3 = index value
value value Number Value associated with given index data point
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