Data Types
The data types used are similar to the data types used in Cboe PITCH.
- Numeric fields are a string of ASCII digits, right justified and zero filled on the left. For example, for a six place numeric field,
000123represents 123. - Alpha and Alphanumeric fields are left justified and space padded on the right. For example, for a six place alpha field for symbol ZVZZT is represented as
ZVZZT_. - Prices are decimal with either extended form (8 whole number digits followed by 6 decimal places), long form (6 whole number digits followed by 4 decimal digits), or short form (3 whole number digits followed by 2 decimal digits). The whole number portion is zero filled on the left; the decimal portion is zero filled on the right. The decimal point is implied by position and does not explicitly appear in the field. For an extended form price,
00000012340000represents 12.34. For a long form price,0000123400represents 12.34. For a short form price,01234represents 12.34. - Boolean fields contain either
YorN. - Timestamp fields are 8 whole number milliseconds past midnight, Eastern Time, right justified and zero filled on the left, with no decimal point. For example,
32483556represents 9:01:23.556 am. Negative offsets are possible and will have a minus sign '-' in the left most location. Negative values represent time before midnight Eastern Time.