Fractional Symbol Summary Message Fields
The Fractional Symbol Summary message delivers the Cboe consolidated best bid/offer and total executed volume across all equities books.
| Field Name | JSON | Value/Type | Description |
|---|---|---|---|
| messageType | m | Alphanumeric | S2 |
| timestamp | ts | Integer |
|
| symbol | sy | Alphanumeric | Relevant symbol. |
| cumulativeVolume | cv | Integer | Cumulative number of shares traded today across all Cboe books. |
| bestBidPrice | Bb | Price | Cboe Consolidated best bid price. |
| bestBidSize | Bs | Integer | Cboe Consolidated number of buy-side shares available for this symbol. |
| bestAskPrice | Ba | Price | Cboe Consolidated best ask price. |
| bestAskSize | As | Integer | Cboe Consolidated number of sell-side shares available for this symbol. |
| nationalVolume | sv | Volume | Cumulative number of shares traded today as reported to the CTA and UTP SIPs. |
| flags | f | Bit Field |
|





