Cboe Market Status Message Fields
The Cboe Market Status message is disseminated to reflect a change in the status of the market. The market should be assumed to be Normal unless otherwise indicated by a Cboe Market Status message.
The Incomplete market status is used to indicate that the feed has not delivered updates for all of the market center's symbols and that the feed is transitioning to Normal. If the market center transitions from Normal to Excluded the feed will deliver updates of symbol quote/ADAP information to properly reflect the state of the book. At the start of the market center's transition from Excluded to Normal a Cboe Market Status message will be sent with Incomplete for the market center's status. Symbol quote/ADAP information will then be sent for all applicable symbols. Once the market center's symbol information has been disseminated a Cboe Market Status message will be delivered with a Normal market status.
| Field | Offset | Length | Value/Type | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0xA6 | Cboe Market Status message |
| Timestamp | 2 | 8 | Binary | Timestamp of when the Market Status changed, encoded as the number of nanoseconds since midnight (effective 11/02/26, since epoch). |
| Reserved | 10 | 1 | Alphanumeric | Reserved |
| Market Status | 11 | 1 | Alphanumeric |
|
| Session Indicator | 12 | 1 | Alphanumeric |
|
| Total Length = 13 bytes | ||||