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ADAP Message Fields

Each ADAP message delivers one or more updates for a Symbol’s ADAP book. Each ADAP message contains one or more ADAP Blocks. A receiving process should interpret each ADAP Block as a replacement for any previously delivered ADAP Blocks at that price level.

A quantity of 0 indicates that the price level is either no longer available or the price level is not within the number ADAP levels maintained by the feed. In either case a receiving process should delete a price level with a 0 quantity from its cache.

Table 1. ADAP Message Fields
FieldJSONValue/TypeDescription
messageTypemAlphanumeric A
timestamptsInteger
  • Timestamp of the last matching engine message that updated the quote information for this symbol in the Cboe One server’s cache.
  • Encoded as the number of nanoseconds since midnight (effective 11/02/26, since epoch).
symbolsyAlphanumericRelevant symbol.
flagsfBit Field
  • Bit 0:Clear ADAP
  • 0=Keep any ADAP information for this symbol.
  • 1=Delete any ADAP information for this symbol before applying ADAP Blocks.
  • Bit 1: ADAP Complete
  • 0=The ADAP view for this symbol is complete.
  • 1=More ADAP updates for this symbol to follow in another ADAP message.
  • Bit 2:Short/Long Block(s)
  • 0=Short Update ADAP Block(s) to follow
  • 1=Long Update ADAP Block(s) to follow
  • Bit 3-7:Spare
adapBlocksabJSON ListList of ADAP Block JSON objects, defined below.
Table 2. ADAP Block Message Fields
Field NameJSONValue/TypeDescription
marketCentermcAlphanumeric
  • Y=BYX
  • Z=BZX
  • A=EDGA
  • X=EDGX
sideSdAlphanumeric
  • B=Buy Side
  • S=Sell Side
pricePPricePrice level to add/update for Market Center’s ADAP book.
sizeSzIntegerQuantity of shares at this price level in the Market Center’s ADAP book. A value of zero implies deletion of this ADAP level.
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