Sequenced Unit Header Message Fields
The Sequence Unit Header message header is used for all Summary Depth messages delivered via multicast or TCP/IP.
Sequenced and un-sequenced data may be delivered using the Sequenced Unit Header message header. Un-sequenced headers will have a 0 value for the sequence field and potentially for the unit field.
Sequenced messages have implied sequences with the first message having the sequence number contained in the header. Each subsequent message will have an implied sequence one greater than the previous message up to a maximum of count messages. Multiple messages can follow a Sequenced Unit Header message header, but a combination of sequenced and un-sequenced messages cannot be sent with one header.
The sequence number for the first message in the next frame can be calculated by adding the Hdr Count field to the Hdr Sequence. This technique will work for sequenced messages and heartbeats.
| Field | Offset | Length | Value/Type | Description |
|---|---|---|---|---|
| Hdr Length | 0 | 2 | Binary | Length of entire block of messages. Includes this header and messages following Hdr Count. |
| Hdr Count | 2 | 1 | Binary | Number of messages to follow this header. |
| Hdr Unit | 3 | 1 | Binary | Unit that applies to messages included in this header (0 for all Cboe Summary Depth messages). |
| Hdr Sequence | 4 | 4 | Binary | Sequence of first message to follow this header. |
| Total Length = 8 bytes | ||||