Sequenced Unit Header Message Fields

The Sequenced Unit Header message is used for all Cboe Multicast PITCH messages as well as messages to and from the Gap Request Proxy (GRP) and Spin Servers.

Sequenced and un-sequenced data may be delivered using the Sequenced Unit Header message. Un-sequenced headers will have a 0 value for the sequence field and potentially for the unit field. All messages sent to and from the GRP and Spin Server are un-sequenced while multicast may contain sequenced and un-sequenced messages.

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, 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 logic must account for sequence number rollover 4,294,967,295 to 1. This technique will work for sequenced messages and heartbeats.