Fractional End of Day Summary Message Fields
The Fractional End of Day Summary message is used to give a consolidated, high-level overview of a security for the day, based on an end of day summary message received from either the US CTA or UTP Securities Information Processor (SIP) feeds. The message will be sent after it is received from the source and the delay period has expired, currently 15 minutes. The system may send more than one Fractional End of Day Summary message after the end of a trading session due to multiple CTA/UTP end of day summary spins.
| Field | Offset | Length | Value/Type | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0xEA | Fractional End of Day Summary message |
| Timestamp | 2 | 8 | Binary |
|
| Symbol | 10 | 8 | Alphanumeric | Symbol right padded with spaces. |
| Data Source | 18 | 1 | Alphanumeric |
|
| Opening Price | 19 | 8 | Binary 8.4 Price | Opening Price. 0 if the system has not received an opening price for the security. |
| Closing Price | 27 | 8 | Binary 8.4 Price | Closing Price. |
| High Price | 35 | 8 | Binary 8.4 Price | Highest trade price of the day. |
| Low Price | 43 | 8 | Binary 8.4 Price | Lowest trade price of the day. |
| National Cumulative Volume | 51 | 8 | Binary 12.6 | Cumulative volume of shares traded as reported to the national consolidators (SIPs). |
| First Regular Hours Trade Price (effective 11/30/26) | 59 | 8 | Binary 12.6 | Represents the first eligible regular-hours SIP trade. Uses the applicable CTA or UTP market-center designation. Coexists with all existing Opening Price messages. Excludes trades with SIP sale condition C, B, H, I, M, N, Q, R, T, U, V, 7, or 8. |
| Total Length = 67 bytes | ||||