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 Normalunless otherwise indicated by a Cboe Market Status message.

An IncompleteMarket Status indicates 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 Normalto Excluded, the feed will deliver updates of symbol quote information to properly reflect the state of the combined book. At the start of a market center’s transition from Excludedto Normal, a Cboe Market Status message will be sent with Incompletefor the market center’s status. Symbol quote 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 Normalmarket 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.
Market Center101Alphanumeric
  • B = C1
  • W = C2
  • X = EDGX
  • Z = BZX
Market Status111Alphanumeric
  • N = Normal
  • E = Excluded from Symbol Summary updates
  • I = Incomplete
Reserved121Reserved
Total Length = 13 bytes
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