Cboe Market Status Message Fields

The Cboe Market Status message is disseminated to reflect a change in the status of a market. All markets should be assumed to be Normal unless otherwise indicated by a Cboe Market Status message.

The Incomplete market status is used to indicate that the feed has not delivered updates for all of a market center’s symbols and that the feed is transitioning to Normal. If a market center transitions from Normal to Excluded the feed will deliver updates of symbol quote/ADAP information to properly reflect the state of the combined book. At the start of a market center’s transition from Excluded to Normal, a Cboe Market Status message will be sent with Incomplete for the market center’s status. Symbol quote/ADAP information will then be sent for all applicable symbols. Once the market center’s symbol information has been disseminated a Cboe Market Status message will be delivered with a Normal market status.

Table 1. Cboe Market Status
FieldOffsetLengthValue/TypeDescription
Length01BinaryLength of this message including this field.
Message Type110xA6 Cboe Market Status message
Timestamp28Binary
  • Timestamp of when the Market Status changed for the specified Market Center.
  • Encoded as the number of nanoseconds since midnight (effective 11/02/26, since epoch).
Market Center101Alphanumeric
  • Y=BYX
  • Z=BZX
  • A=EDGA
  • X=EDGX
Market Status111Alphanumeric
  • N=Normal
  • E=Excluded from Symbol Summary and ADAP updates
  • I=Incomplete
Session Indicator121Alphanumeric
  • R=Regular trading session
  • P=Pre- or post-market session
Total Length = 13 bytes
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