Short Symbol Summary Message Fields

The Short Symbol Summary message delivers the Cboe consolidated best bid/offer and total executed volume across all applicable Cboe One Options books.

Table 1. Short Symbol Summary
Field Offset Length Value/Type Description
Length 0 1 Binary Length of this message including this field.
Message Type 1 1 0xA4 Short Symbol Summary 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.
  • Cboe Cumulative
  • Executed Volume
18 4 Binary Cumulative number of shares traded today across all applicable Cboe books.
Consolidated Best Bid Price 22 4 Binary 4.4 Price Cboe Consolidated best bid price.
Consolidated Best Bid Quantity 26 4 Binary Cboe Consolidated number of buy-side shares available for this symbol.
Consolidated Best Ask Price 30 4 Binary 4.4 Price Cboe Consolidated best ask price.
Consolidated Best Ask Quantity 34 4 Binary Cboe Consolidated number of sell-side shares available for this symbol.
Reserved 38 5 Reserved
Total Length = 43 bytes
Cboe Titanium Cboe One Options Feed Specification - Short Symbol Summary Message Fields | Cboe