Message Format

Cboe Options Auction Feed protocol messages are delivered un-sequenced and may not be retrieved if missed.

Cboe Members familiar with the Multicast Depth of Book protocol should find it very easy to reuse that code to process the Cboe Options Auction Feed. All multicast delivered events will be self-contained. Developers can assume that delivered data will not cross frame boundaries and a single Ethernet frame will contain only one Unit Header with associated data.

The Cboe Options Auction Feed is comprised of a series of dynamic length un-sequenced messages. Each message begins with Length and Message Type fields. Cboe reserves the right to add message types and grow the length of any message without notice. Members should develop their decoders to handle unknown message types and messages beyond the expected length. Messages will only be grown to add additional data to the end of a message.