Spin Server Usage Example

The following diagram shows the exchange of messages over time between a user and Cboe One Options multicast feed and Spin Server.

At time 1, the user has no state of the book and desires to become current. The user caches the received Cboe One Options messages (sequences 310172 and 310173) for later use. Since the user has no book, they cannot yet be applied.

At time 5, the user has successfully logged into the Spin Server and has cached another message, sequence 310174.

At time 7, the user receives a Spin Image Available message which indicates that the spin server is capable of giving them a spin of all symbols as of sequence 310169. The user does not have all messages cached after 310169 (they are missing 310170 and 310171), so this spin is not useful to the user.

At time 10, the user receives a Spin Image Available message which is useful since it would be a spin of all messages up to and including sequence 310175 and the user has all messages after 310175 cached.

At time 11, the user sends a Spin Request message for all messages up to and including 310175 and continues to cache Cboe One Options messages received.

At time 14, the Spin Server acknowledges the Spin Request message and indicates that three symbols will be sent.

At time 24, the spin server indicates that it has finished sending all messages. The user must then apply the cached messages from sequence number 310176 through current.

Note: Spin Servers are available for each unit. Users may need to employ multiple Spin Servers depending upon their architecture.



Cboe Titanium Cboe One Options Feed Specification - Spin Server Usage Example | Cboe