Auction Summary Message Fields
Auction Summary messages are used to disseminate the results of an auction of a Cboe listed security on BZX, and for Periodic Auctions on BYX. Refer to Cboe Titanium U.S. Equities Auction Process Specification for more information on Cboe Auctions.
Cboe Auction Summary messages support the Cboe Opening, Closing, Halt and IPO Auctions on the BZX Exchange. An Opening Auction Summary message for each Cboe listed security is sent at the conclusion of its opening auction at 9:30 a.m. and represents the Cboe official opening price. A Closing Auction Summary message for each Cboe listed security is sent at the conclusion of its closing auction at 4:00 p.m. and represents the Cboe official closing price. An IPO Auction Summary message for each Cboe listed security is sent at the conclusion of the IPO Auction and represents the official Cboe IPO opening price.
On the BYX Exchange, Auction Summary messages will be sent out upon conclusion of a Periodic Auction. Auction Summary messages will not include order imbalance information or information for continuous book orders.
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Timestamp | Timestamp |
| Message Type | 8 | 1 | J | Auction Summary message |
| Stock Symbol | 9 | 8 | Printable ASCII | Stock symbol right padded with spaces. |
| Auction Type | 17 | 1 | Alpha |
|
| Price | 18 | 10 | Price |
|
| Shares | 28 | 10 | Numeric |
|
The following extended version of the BYX Auction Summary message accommodates larger prices and has the following format.
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| Timestamp | 0 | 8 | Timestamp | Timestamp |
| Message Type | 8 | 1 | 4 | Extended Auction Summary message |
| Stock Symbol | 9 | 8 | Printable ASCII | Stock symbol right padded with spaces. |
| Auction Type | 17 | 1 | Alpha |
|
| Price | 18 | 14 | Long Price |
|
| Shares | 32 | 10 | Numeric |
|