Message Format

The messages that make up the Cboe Summary Depth protocol are delivered using Sequenced Unit Header message header which handles sequencing and delivery integrity. All messages delivered via TCP/IP or multicast use the Sequenced Unit Header message header for handling message integrity.

All UDP delivered events will be self-contained. Developers can assume that UDP delivered data will not cross frame boundaries and a single Ethernet frame will contain only one Sequenced Unit Header message header with associated data.

TCP/IP delivered events from the Cboe Summary Depth Server or GRP may cross frames as the data will be delivered as a stream of data with the TCP/IP stack controlling Ethernet framing.

The Cboe Summary Depth data feed is comprised of a series of dynamic length sequenced messages. Each message begins with Length and Message Type fields. Cboe reserves the right to add message types and grow the length of any message without notice. Members should develop their decoders to deal with unknown message types and messages that grow beyond the expected length. Messages will only be grown to add additional data to the end of a message.