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Auction Notification Message Fields

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

Table 1. Auction Notification
Field Name	Offset	Length	Type/(Value)	Description
Length	0	1	Binary	Length of this message including this field
Message Type	1	1	0xAD	Auction Notification message
Time Offset	2	4	Time Offset	Nanosecond offset from last unit timestamp.
Complex Instrument Id	6	6	Printable ASCII	Complex Instrument Id right padded with spaces.
Auction ID	12	8	Binary	Day specific identifier assigned to this auction.
Auction Type	20	1	Alphanumeric	C=Complex Order Auction (COA) (or Stop Complex Order Auction (SCOA) effective TBD) S=Complex Solicitation Auction Mechanism B=Complex AIM O=COA All or None
Side	21	1	Alphanumeric	B=Buy S=Sell
Price	22	8	Binary Signed Long Price	Auction price. The price field will be populated for all Auctions on EDGX Options, and for SAM Auctions on C1. This field will reflect the auction start price for SPX and SPXW AIM (C1 Only) and will be set to zero for all other AIM on C1. This field will be set to zero for COA on C1, C2, and BZX Options.
Quantity	30	4	Binary	Instrument quantity.
Customer Indicator	34	1	Alphanumeric	N=Non-Customer C=Customer
ParticipantID	35	4	Alphanumeric	Executing Broker (optional) of firm attributed to this quote.
Auction End Offset	39	4	Binary	Nanosecond offset from last timestamp.
Client ID	43	4	Alphanumeric	Optional user specified value attributed to this quote. Space filled otherwise.
Total Length = 47 bytes

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