Cboe Market Status Message Fields

The Cboe Market Status message is disseminated to reflect a change in the status of a market. All markets should be assumed to be Normal unless otherwise indicated by a Cboe Market Status message.

The Incomplete market status is used to indicate the feed has not delivered updates for all a market center’s symbols and that the feed is transitioning to Normal. If a market center transitions from Normal to Excluded the feed will deliver updates of symbol quote/ADAP information to properly reflect the state of the combined book. At the start of a market center’s transition from Excluded to Normal a Cboe Market Status message will be sent with Incomplete for the market center’s status. Symbol quote/ADAP information will then be sent for all applicable symbols. Once the market center’s symbol information has been disseminated a Cboe Market Status message will be delivered with a Normal market status.

Table 1. Cboe Market Status Message Fields
Field NameJSONValue/TypeDescription
messageTypemAlphanumeric MS
timestamptsInteger
  • Timestamp of when the Market Status changed for the specified Market Center.
  • Encoded as the number of nanoseconds since midnight (effective 11/02/26, since epoch).
marketCentermcAlphanumeric
  • Y=BYX
  • Z=BZX
  • A=EDGA
  • X=EDGX
marketStatusmsAlphanumeric
  • N=Normal
  • E=Excluded from Symbol Summary and ADAP updates
  • I=Incomplete
sessionIndicatorsnAlphanumeric
  • R=Regular trading session
  • P=Pre- or post-market session
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