Cboe Summary Depth Server (TCP)

The client connects to an assigned host and port using a TCP/IP socket.

Upon connection, the Member must send a Cboe Summary Depth Login message. In the Cboe Summary Depth Login message, the Next Sequence field allows Members to specify the next sequence number they expect to receive. If a Member logs in after trading begins or after connection loss, the Next Sequence field can be used to tell the server to replay any Trade and Trade Break messages that have occurred since the last received Trade or Trade Break message.

If the Next Sequence field is set to 1 (one), then all Trade and Trade Break messages from the beginning of the day will be replayed after the server sends a successful Login Response message. Once the server has replayed any Trade and Trade Break messages, it will deliver relevant Market Status message information, RPI message information, Trading Status messages, and a spin of ADAP messages from its cache for each active symbol. Then the server will send the Member a Replay Complete message followed by the live stream of ADAP, RPI, Trade, Trade Break, Market Status, and Trading Status messages.

If the Next Sequence field is set to 0 (zero), then no Trade message or Trade Break messages will be replayed after the server sends a successful Login Response message. However, the Member may still receive a spin of Market Status, RPI, Trading Status and ADAP messages followed by a Replay Complete message before receiving the live stream of ADAP, RPI, Trade, Trade Break, Market Status, and Trading Status messages.

If a Member's process cannot keep up with the Cboe Summary Depth feed's rate of transmission, the connection will be closed by the server. The client should then reconnect and login with the appropriate Next Sequence number to receive any missed trades, and spin of the latest image for all symbols.