Last Sale Message
Last Sale messages are sent when an order on the Cboe book is executed in whole or in part.
| Field Name | Offset | Length | Value | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Numeric | Timestamp |
| Message Type | 8 | 1 | "L" | Last Sale |
| Executed Shares | 9 | 8 | Numeric | Number of shares executed |
| Stock Symbol | 17 | 8 | Alpha | Stock symbol right padded with spaces |
| Price | 25 | 10 | Numeric | The execution price of the order |
| *Execution Id | 35 | 12 | Base 36 Numeric | Cboe generated day-unique execution identifier of this execution. Execution Id is also referenced in the Trade Break message. |
The extended version of the Last Sale message accommodates larger prices and has the following format:
| Field Name | Offset | Length | Value | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Numeric | Timestamp |
| Message Type | 8 | 1 | "5" | Extended Last Sale |
| Executed Shares | 9 | 8 | Numeric | Number of shares executed |
| Stock Symbol | 17 | 8 | Alpha | Stock symbol right padded with spaces |
| Price | 25 | 14 | Long Price | The execution price of the order |
| *Execution Id | 39 | 12 | Base 36 Numeric | Cboe generated day-unique execution identifier of this execution. Execution Id is also referenced in the Trade Break message. |