Cboe One Feed

The Cboe One Feed delivers consolidated quote, trade, and Aggregated Depth At Price (ADAP) information for all Cboe US Equities (Cboe One US) books via connection to Cboe’s Amazon MSK cluster using the Cboe One Feed protocol. The feed consists of Clear Quote, Symbol Summary, Best Quote Update, Market Status, ADAP, RPI, Trade, Trade Break, Trading Status, Opening/Closing Price, and End of Day Summary messages.

The feed is sourced from the Cboe Amazon MSK Kafka cluster. The Cboe US Equities topics have 36 partitions. Cboe reserves the right to add partitions to these topics for performance reasons if it becomes necessary.

It is important to note that the Cboe One Feed is an aggregated feed. Updates for a symbol are sent as capacity for the feed allows. The image for a symbol will be current at the time of delivery, but multiple updates may be combined into a single update. The interval between updates is dependent on the market conditions and the capacity configuration of the particular Cboe One feed.

The Cboe One Feed is available with different combinations of ADAP levels and update rates to meet the needs of our members.