Message Header Fields

Each message has a ten byte header. The two initial StartOfMessage bytes are present to aid in message reassembly for network capture purposes. The MatchingUnit field is only populated on sequenced, non-session level messages sent from Cboe to the Member. Messages from Member to Cboe and all session level messages must always set this value to 0.

Table 1. Message Header Fields
Field Offset Length Data Type Description
StartOfMessage 0 2 Binary Must be 0xBA 0xBA.
MessageLength 2 2 Binary Number of bytes for the message, including this field but not including the two bytes for the StartOfMessage field.
MessageType 4 1 Binary Message type.
MatchingUnit 5 1 Binary
  • The matching unit which created this message. Matching units in BOE correspond to matching units on Multicast PITCH.
  • For session level traffic, the unit is set to 0.
  • For messages from Member to Cboe, the unit must be 0.
SequenceNumber 6 4 Binary
  • The sequence number for this message.
  • Messages from Cboe to Member are sequenced distinctly per matching unit.
  • Messages from Member to Cboe are sequenced across all matching units with a single sequence stream.
  • Member can optionally send a 0 sequence number on all messages from Member to Cboe. Cboe highly recommends that Members send sequence numbers on all inbound messages.
Cboe Titanium U.S. Options BOE Specification | Cboe