Trading Status Message Fields
The Trading Status message is used to indicate the current trading status of a security on the Cboe exchange. A Trading Status message is whenever a security's trading status changes.
Sequenced Trading Status messages are sent upon system start up for all active securities with Trading Status=S (suspended). Trading Status messages will continue to be published upon symbol state changes, such as at the beginning of order acceptance.
A Trading Status message will be sent:
- for Regulatory H=Halts in any security as well as the T=Tradingresumption for the same security.
- for Cboe Listed securities that are in a Q=Quoting period for auctions.
- to indicate a Reg SHO price test is in effect.
| Field | Offset | Length | Value/Type | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0xAB | Trading Status message |
| Timestamp | 2 | 8 | Binary | Timestamp of the matching engine trading status message, encoded as the number of nanoseconds since midnight (effective 11/02/26, since epoch). |
| Symbol | 10 | 8 | Alphanumeric | Symbol right padded with spaces. |
| Reserved | 18 | 1 | Alphanumeric | Reserved |
| Halt Status | 19 | 1 | Alphanumeric |
|
| Reg SHO Action | 20 | 1 | Alphanumeric |
|
| Total Length = 21 bytes | ||||