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Revision History

Document VersionDateDescription
1.0.006/30/14Initial version.
1.0.107/15/14
  • Renamed Binary Long Price data type to Binary 8.4 Price.
  • Renamed Binary Short Price data type to Binary 4.4 Price and changed from 2 to 4 bytes.
1.0.207/23/14Added Certification Multicast Addresses.
1.0.309/11/14Added Production (NJ2) Multicast Addresses.
1.0.409/28/14
  • Updated Trading Status message to include A Accepting Orders for Queueing and S Exchange Specific Suspension.
  • Also updated section explaining recovery spin processing.
1.0.511/26/14
  • Bats One production systems will now be offered from the NY5 datacenter as opposed to from NJ2. Target availability date pending SEC approval.
  • Bats One certification will be available in NY5 effective 12/01/14 and will be decommissioned in NJ2 effective 12/15/14.
1.1.005/01/15Added SIP Cumulative Volume and Flags fields to Long Symbol Summary, Short Symbol Summary, Trade, and Trade Break messages effective 5/15/15.
1.1.112/29/15Added Bats One Disaster Recovery section.
1.2.002/19/16Bats branding/logo changes.
1.3.005/16/16
  • Added Session Indicator to the Market Status message, effective 08/01/16.
  • Added last-sale eligible to the Flags on the Trade message, effective 08/01/16.
  • Added Opening/Closing Price new message, effective 08/01/16.
1.3.106/14/16 Opening/Closing Price message type changed to 0xB0.
1.3.206/22/16
  • Added Session Indicator to the Market Status message, effective date updated to 08/15/16.
  • Added last-sale eligible to the Flags on the Trade message, effective date updated to 08/15/16.
  • Added Opening/Closing Price new message, effective date updated to 08/15/16.
1.3.308/15/16
  • Bats formatting updates.
  • Cleanup of old effective date references.
1.3.410/17/17Cboe branding/logo changes.
1.3.506/09/20Added C and U to the Market Center field for the Opening/Closing Price message.
1.3.604/29/21Added new End of Day Summary message (effective 07/16/21).
1.3.712/15/21Updated hyperlink to Symbology Reference document.
1.4.009/06/22
  • Added Canadian Equities and Long forms of some messages (effective 09/12/22).
  • Added multicast IP addresses and routing parameters for Cboe One Canada (effective 09/12/22).
1.4.109/07/22Updated multicast IP addresses, rendezvous points, and routing parameters for Cboe One Canada (effective 09/12/22).
1.4.209/09/22The DR Cboe One Canada feed takes MATCHNow and NEO Multicast Market Data sourced from their DR sites.
1.4.304/10/23
  • National Cumulative Volume in Canada is the sum of two values: the current Cboe Cumulative Executed Volume and the 15-minute delayed executed volume of other Canadian exchanges as reported by TMX IP.
  • Added National Cumulative Volume to Expanded Symbol Summary, Expanded Trade, and Expanded Trade Break messages.
  • Added Market Center = T, V, S, r, and t.
  • Added Data Source = c.
1.4.410/18/23Added values ‘C’ (US) and ‘U’ (US) to the Market Center field in the Opening/Closing Price message.
1.4.501/31/24Minor language updates to reflect amalgamation of MATCHNow into Cboe Canada Inc. exchange.
1.4.602/15/24Clarified that the same data sources are used to distribute Cboe One from both the Cboe Primary site and Cboe DR site.
1.4.709/06/24

Removed r = NEO-Cross from Clear Quote, Expanded Clear Quote, ADAP, and Expanded ADAP messages.

Effective 11/13/24, Trading Status messages will be sent upon system start up rather than at the start of order acceptance.

1.4.810/09/24

Effective 11/13/24, clarified initial Trading Status messages will be sent upon system start up in addition to sending at the start of order acceptance.

1.4.901/15/25Updated with Cboe Titanium branding.
1.4.1006/11/25Added Halt Status = F, M, O, P, and X to the Trading Status messages (NEO Only) (effective 08/11/25).
1.4.1106/23/25Updated Halt Status to Trading Status on Trading Status messages.
1.4.1210/06/25
  • Added the following messages to Cboe One Update Messages (UDP & TCP) (effective 01/26/26): Fractional Symbol Summary, Expanded Fractional Symbol Summary (CA Only), Fractional Trade, Expanded Fractional Trade (CA Only), Fractional Trade Break, Expanded Fractional Trade Break (CA Only), Fractional End of Day Summary, Expanded Fractional End of Day Summary (CA Only).
  • Sunset the following messages from Cboe One Update Messages (effective 01/26/26): Short Symbol Summary, Long Symbol Summary, Expanded Symbol Summary (CA only), Trade, Expanded Trade (CA Only), Trade Break, Expanded Trade Break (CA Only), End of Day Summary, Expanded End of Day Summary (CA Only).
  • Added Binary 12.6 to Data Types.
1.4.1303/16/26
1.4.1406/15/26Updated Introduction to indicate that BYX, BZX, EDGA, and EDGX will change the timestamp precision from milliseconds to nanoseconds effective 07/20/26.
1.4.1506/30/26
  • Removed references to Canada.
  • Last Update Timestamp, Timestamp, and Transaction Time fields will be encoded as the number of nanoseconds since epoch (effective 11/02/26).
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