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.

Table 1. Best Quote Update

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	Timestamp of the last matching engine message that updated the quote information for this symbol in the Cboe One Options server’s cache. Encoded as the number of nanoseconds since midnight.
Symbol	10	8	Alphanumeric	Symbol right padded with spaces.
Side Indicator	18	1	Alphanumeric	B = Buy Side S = Sell Side
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