Index Value Message Fields

Index Value Update messages contain values associated with calculated index. Each message will contain one or more Index Value Blocks.

Table 1. Index Value Message Fields
Field NameJSONValueDescription
sendTimesendTimeNumericEpoch time of value was published from system
messageTypemsgType"X" X = index value update
sequence numberseqNumericSequence identifier from Cboe Global Indices (Note: seq on a given topic will be increasing but not guaranteed to be without gaps). Reset is expected on restart or failover.
symbolsymAlphaIndex Symbol
IndexValueBlocksvaluesJSON ListList of Index Value Block JSON objects, defined below
Table 2. Index Value Block Message Fields
Field NameJSONValue/TypeDescription
typetypeNumeric
  • 0 = bid
  • 1 = ask
  • 3 = index value
valuevalueNumberValue associated with given index data point
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