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Auction Notification

Auction Notification messages are used to disseminate order details of an auction. Auctions will be available for a defined period of time known as the exposure period.

Table 1. Auction Notification
Field NameOffsetLengthType/(Value)Description
Length01BinaryLength of this message including this field
Message Type110xAD Auction Notification Message
Time Offset24Time OffsetNanosecond offset from last unit timestamp
Symbol66Printable ASCIISymbol right padded with spaces.
Auction ID128BinaryDay specific identifier assigned to this auction.
Auction Type201Alphanumeric
  • B=AIM
  • S=Solicitation Auction Mechanism
  • T=Step Up Mechanism (SUM)
  • A=SUM All or None
Side211Alphanumeric"B" or "S"
Price228Binary Long Price
  • For SUM this will reflect the NBBO price of the opposite side of the auction at the time of entry.
  • For AIM on EDGX, Price will be the auction start price.
  • For SPX/SPXW AIM on C1, Price will be the auction start price, otherwise 0.
  • For SAM, this will reflect the limit price specified on the order.
Contracts304BinaryNumber of contracts available in the auction.
Customer Indicator341Alphanumeric
  • N=Non-Customer
  • C=Customer
ParticipantID354AlphanumericExecuting Broker (optional) of firm attributed to this quote
  • Auction End
  • Offset
394BinaryNanosecond offset from last timestamp
Client ID434AlphanumericOptional user specified value attributed to this quote.
Total Length = 47 bytes
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Cboe Titanium U.S. Options Auction Feed Specification - Auction Notification | Cboe