Symbol Ranges, Units, and Sequence Numbers

Symbols will be separated into units by a published alphabetical distribution. Symbol distribution will not change intra-day. Cboe does, however, reserve the right to add multicast addresses or change the symbol distribution with prior notice to members. Care should be taken to ensure that address changes, address additions, and symbol distribution changes can be supported easily.

Message sequence numbers start at one at the beginning of the day and are incremented by one for every sequenced message within a particular symbol unit. When the message sequence number reaches the maximum value of an unsigned 32-bit integer (2^32 - 1, or 4,294,967,295), the message sequence number will rollover to one (not zero which implies un-sequenced). The rollover handling must also be applied to the Gap and Spin servers.

Symbol distribution across units as well as unit distribution across multicast addresses are identical for real-time and gap response multicast addresses.

Cboe Titanium U.S. Equities/Options Multicast PITCH Specification - Symbol Ranges, Units, and Sequence Numbers | Cboe