Sign In

Index Definition Message - Template ID 26

An Index Definition message will be published for every index within each cycle, repeating on a regular interval no longer than 15 minutes. Messages within each cycle will be published at a rate of 4 per second (subject to change). Any index status changes occurring during an in-progress cycle will be reflected in the next cycle.

Clients are required to capture at Current Record Number = 1 to receive the complete series of Index Definition messages.

Field IDField NameType Length (Bytes) Comments
Standard Header
Current Record Numberuint324Clients should begin capturing data beginning at 1.
911Total Number of Recordsuint324Total number of updates within loop.
SymbolsymbolExternal index symbol.
DescriptionstringVariableDescription of the index.
Datestring10YYYY-MM-DD format.
Statusunit321
  • Status of Index:
  • 1 = Active - loaded and a business day
  • 2 = Inactive - loaded and not a business day
  • 3 = Deleted - no longer distributed
  • (removed from the feed after ‘30’ days)
Agent Classificationtwo byte string2
  • Originating source of the index:
  • <blank> = Not Specified
  • CO = Cboe
  • CC = Cboe Custom
  • MS = Morningstar
  • TP = Third-party
  • MC = Morningstar Customer
Repeating Group
ChannelstringVariable
  • Sequence Group of the following types:
  • MAIN = Cboe Global Indices Feed Main
  • CGI = Strategy, Benchmark, and Custom Indices
  • MSCI = MSCI
  • INAV = Intraday Net Asset Values
  • FTSE = FTSE Russell
  • MSTAR = Morningstar
  • CCCY = Crypto Currency
PreviousNext