Cboe Sequenced Unit Header Message Fields

The Sequence Unit Header message header is used for all Cboe One Options messages and messages to and from the GRP and Spin Servers.

Sequenced and un-sequenced data may be delivered using the Sequenced Unit Header message header. Un-sequenced headers will have a 0 value for the sequence field and potentially for the Hdr Unit field. All messages sent to and from the GRP and Spin Server are un-sequenced, while multicast may contain both sequenced and un-sequenced messages.

Sequenced messages have implied sequences with the first message having the sequence number contained in the header. Each subsequent message will have an implied sequence one greater than the previous message up to a maximum of count messages. Multiple messages can follow a Sequenced Unit Header message header, but a combination of sequenced and un-sequenced messages cannot be sent with one header.

The sequence number for the first message in the next frame can be calculated by adding the Hdr Count field to the Hdr Sequence. This technique will work for sequenced messages and Heartbeat messages.

Table 1. Sequenced Unit Header
Field Offset Length Value/Type Description
Hdr Length 0 2 Binary Length of entire block of messages. Includes this header and Hdr Count messages to follow.
Hdr Count 2 1 Binary Number of messages to follow this header.
Hdr Unit 3 1 Binary Unit that applies to messages included in this header.
Hdr Sequence 4 4 Binary Sequence of first message to follow this header.
Total Length = 8 bytes
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