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.

Table 1. Fractional Symbol Summary Message Fields
Field NameJSONValue/TypeDescription
messageTypemAlphanumeric S2
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.
cumulativeVolumecvIntegerCumulative number of shares traded today across all Cboe books.
bestBidPriceBbPriceCboe Consolidated best bid price.
bestBidSizeBsIntegerCboe Consolidated number of buy-side shares available for this symbol.
bestAskPriceBaPriceCboe Consolidated best ask price.
bestAskSizeAsIntegerCboe Consolidated number of sell-side shares available for this symbol.
nationalVolumesvVolume Cumulative number of shares traded today as reported to the CTA and UTP SIPs.
flagsfBit Field
  • Bit 0: SIP Volume Status
  • 0: SIP volume data is complete.
  • 1: SIP volume data may not be complete due to an unrecoverable gap on the incoming feed
  • Bits 1-7: Reserved
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