Best Quote Update Message Fields
The Best Quote Update message is used to update one side of the Cboe consolidated quote information for a symbol. Since the message only updates one side of the quote the previous value for the other side of the quote remains in effect.
This message does not affect the executed volume of the symbol.
| Field | Offset | Length | Value/Type | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0xA5 | Best Quote Update message |
| Last Update Timestamp | 2 | 8 | Binary |
|
| Symbol | 10 | 8 | Alphanumeric | Symbol right padded with spaces. |
| Side Indicator | 18 | 1 | Alphanumeric |
|
| Consolidated Best Quote Price | 19 | 8 | Binary 8.4 Price | Cboe Consolidated best price. |
| Consolidated Quote Quantity | 27 | 8 | Binary | Cboe Consolidated number of shares available for this symbol. |
| Total Length = 35 bytes | ||||