Sign In
View Entire Document

ADAP Message Fields

Each ADAP message delivers one or more updates for a Symbol's ADAP book. Each ADAP message contains one or more ADAP Blocks messages. A receiving process should interpret each ADAP Block message as a replacement for any previously delivered ADAP Blocks messages at that price level.

A quantity of 0 indicates that the price level is either no longer available or the price level is not within the number ADAP levels maintained by the feed. In either case a receiving process should delete a price level with a 0 quantity from its cache.

Table 1. ADAP
FieldOffsetLengthValue/TypeDescription
Length01BinaryLength of this message including this field
Message Type110xA7 ADAP message
Last Update Timestamp28Binary
  • Timestamp of the last matching engine message that updated the quote information for this symbol in the Cboe Summary Depth server’s cache.
  • Encoded as the number of nanoseconds since midnight (effective 11/02/26, since epoch).
Symbol108AlphanumericSymbol right padded with spaces.
Flags181Bit Field
  • Bit 0: Clear ADAP
  • 0: Keep any ADAP information for this symbol.
  • 1 :Delete any ADAP information for this symbol before applying ADAP Blocks.
  • Bit 1:ADAP Complete
  • 0:The ADAP view for this symbol is complete.
  • 1:More ADAP updates for this symbol to follow in another ADAP message.
  • Bit 2 :Short/Long Block(s)
  • 0: Short Update ADAP Block(s) to follow
  • 1: Long UpdateADAP Block(s) to follow
  • Bits 3-7: Spare
Spare191Spare
ADAP Blocks201BinaryNumber of ADAP Blocks messages to follow
ADAP Block Size211BinarySize of each ADAP Block message
Header Length = 22 bytes
Table 2. Short Update ADAP Block
FieldOffsetLengthValue/TypeDescription
Reserved01AlphanumericReserved
Side11Alphanumeric
  • B=Buy Side
  • S=Sell Side
Price24Binary 4.4 PricePrice level to add/update in the ADAP book.
Quantity64BinaryQuantity of shares at this price level in the ADAP book. A value of zero implies deletion of this ADAP level.
Short ADAP Block Length Indicated by ADAP Block Size in Header
Table 3. Long Update ADAP Block
FieldOffsetLengthValue/TypeDescription
Reserved01AlphanumericReserved
Side11Alphanumeric
  • B=Buy Side
  • S=Sell Side
Price28Binary 8.4 PricePrice level to add/update in the ADAP book.
Quantity108BinaryQuantity of shares at this price level in the ADAP book. A value of zero implies deletion of this ADAP level.
Long ADAP Block Length Indicated by ADAP Block Size in Header
Total Length = Variable → (Header Length [22 bytes] + ADAP Blocks x ADAP Block Size)
PreviousNext
Cboe Titanium U.S. Equities Summary Depth Feed Specification - ADAP Message Fields | Cboe