Gap Response Message Fields

The Gap Response message is sent by the GRP in response to a Gap Request message. The Unit and Sequence fields will match the values supplied in the Gap Request message. A Gap Response message, with a Status of Accepted or reason for failure, will be sent for each Gap Request message received by the GRP.

The Gap Response message for Cboe Summary Depth is identical to the Multicast Pitch Gap Response message. The Unit field should be set 0 to since the Cboe Summary Depth feed is not unitized.

Table 1. Gap Response
FieldOffsetLengthValue/TypeDescription
Length01BinaryLength of this message including this field.
Message Type110x04 Gap Response message
Unit21BinaryUnit the gap was requested for (0 for Cboe Summary Depth implementation).
Sequence34BinarySequence of first message in request.
Count72BinaryCount of messages requested
Status91AlphanumericAccepted or reason for reject
Total Length = 10 bytes
Gap Response - Status Codes
AAccepted
OOut of range (ahead of sequence or too far behind)
DDaily gap request allocation exhausted
MMinute gap request allocation exhausted
SSecond gap request allocation exhausted
CCount request limit for one gap request exceeded
IInvalid Unit specified in request
UUnit is currently unavailable

*All non-A status codes should be interpreted as a reject.

Cboe Titanium U.S. Equities Summary Depth Feed Specification - Gap Response Message Fields | Cboe