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Fractional Symbol Summary Message Fields

The Fractional Symbol Summary message delivers the Cboe consolidated best bid/offer and total executed volume across all applicable Cboe One US Exchanges.

Table 1. Fractional Symbol Summary
FieldOffsetLengthValue/TypeDescription
Length01BinaryLength of this message including this field.
Message Type110xE7 Fractional Symbol Summary message
Last Update Timestamp28Binary
  • 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).
Symbol108AlphanumericSymbol right padded with spaces.
Cboe CumulativeExecuted Volume188BinaryCumulative number of shares traded today across all applicable Cboe books.
Consolidated Best Bid Price268Binary 8.4 PriceCboe Consolidated best bid price.
Consolidated Best Bid Quantity348BinaryCboe Consolidated number of buy-side shares available for this symbol.
Consolidated Best Ask Price428Binary 8.4 PriceCboe Consolidated best ask price.
Consolidated Best Ask Quantity508BinaryCboe Consolidated number of sell-side shares available for this symbol.
National Cumulative Volume588Binary 12.6 Cumulative number of shares traded today as reported to the CTA and UTP SIPs.
Flags661Bit Field
  • Bit 0:National Volume Status
  • 0:National volume data is complete
  • 1:National volume data may not be complete due to an unrecoverable gap on the incoming feed
  • Bit 1-7:Reserved
Total Length = 67 bytes
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