Auction Summary Message Fields
Auction Summary messages are used to disseminate the results of an auction of a complex instrument. An Opening or Re-Opening Auction Summary message for each complex instrument is sent at the conclusion of its Opening or Re-Opening auction and represents Cboe opening price. Refer to the Cboe Titanium U.S. Options Complex Book Process for more information.
The Auction Summary message has the following format:
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x96 | Auction Summary Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp. |
| Complex Instrument Id | 6 | 8 | Printable ASCII | Complex Instrument Id right padded with spaces. |
| Auction Type | 14 | 1 | Alphanumeric |
|
| Price | 15 | 8 | Binary Signed Long Price | Auction price |
| Quantity | 23 | 4 | Binary | Cumulative instrument quantity executed during the auction |
| Total Length = 27 bytes | ||||