Cboe Sequenced Unit Header
The Cboe Sequenced Unit Header is used for all Cboe Complex Multicast TOP messages as well as messages to and from the Gap Request Proxy (GRP) and Spin Servers.
Sequenced and un-sequenced data may be delivered using the Sequenced Unit Header. Un-sequenced headers will have a 0 value for the Hdr Sequence field and potentially for the Hdr Unit field. All messages sent to and from the GRP and Spin Server are un-sequenced while multicast may contain both sequenced and un-sequenced messages.
Sequenced messages have implied sequences with the first message having the sequence number contained in the header. Each subsequent message will have an implied sequence one greater than the previous message up to a maximum of count messages. Multiple messages can follow a Sequenced Unit Header, but a combination of sequenced and un-sequenced messages cannot be sent within one header.
The sequence number for the first message in the next frame can be calculated by adding the Hdr Count field to the Hdr Sequence. This technique will work for sequenced messages and Heartbeats.
| Field | Offset | Length | Value/Type | Description |
|---|---|---|---|---|
| Hdr Length | 0 | 2 | Binary | Length of entire block of messages. Includes this header and Hdr Count messages to follow. |
| Hdr Count | 2 | 1 | Binary | Number of messages to follow this header. |
| Hdr Unit | 3 | 1 | Binary | Unit that applies to messages included in this header. |
| Hdr Sequence | 4 | 4 | Binary | Sequence of first message to follow this header. |
| Total Length = 8 bytes | ||||