Best Quote Update Message Fields

The Best Quote Update message is used to update one side of the Cboe consolidated quote information for a symbol. Since the message only updates one side of the quote the previous value for the other side of the quote remains in effect.

This message does not affect the executed volume of the symbol.

Table 1. Best Quote Update Message Fields
Field NameJSONValue/TypeDescription
messageTypemAlphanumeric Q
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.
sidesdAlphanumeric
  • B=Buy Side
  • S=Sell Side
bestPricePPriceCboe Consolidated best price.
bestSizeSIntegerCboe Consolidated number of shares available for this symbol.
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