Template ID Name Description
| Template ID Name | Description |
|---|---|
| Index Value | Index value messages contain the values associated with a calculated index. For some indices, a bid and ask value may also be calculated which is like the index value but is calculated from bid and ask prices instead of last sale prices. Index values are benchmark values upon which tradable products may be based, but an index itself is not tradable. Index value messages are not sent using classKey and security IDs like other CSM feeds. Index values do not have a security definition associated with them, instead the index symbol is sent in every index value message. |
| Heartbeats | Heartbeat/line integrity messages are transmitted every 5 seconds. These messages may be used to determine a channel is working during times when market data is not transmitted on the feed (such as pre-market or post-market times). |
| Contributor Value | Contributor Value messages are used in conjunction with the Cboe Contributor API specification and contain values with associated times for a given symbol. For some symbols, the bid and ask value may also be populated. |
| Index Summary | Index Summary messages are used in conjunction with the Cboe Contributor API specification and provide either the open or close details and associated effective date for a given index. Bid and ask values may also be populated but are not required. Index Summary messages are not required and should not be assumed to be provided with Index Value messages. |
| Index Value with Status | Index Value With Status messages contain the values associated with a calculated index. Index values are benchmark values upon which tradable products may be based, but an index itself is not tradable. These index values contain a status describing if the value is indicative or not. Valid entry types also include close and settlement markers within the message. |
| Index Definition | Index Definition messages published in the Cboe Global Indices Definition Feed (CGIDF) contains index information including an index’s current status (active, inactive, or deleted), channel name, current trading date, data source, and description. Index Definition messages published through the CGIDF can be used optionally in support of and in conjunction with the information provided across all other Cboe Global Indices Feed Channels. |