Exchange Designated Complex Instrument Definition Message Fields (C1 Only)
The Exchange Designated Complex Instrument Definition (EDCID) message represents supplemental information associated with an exchange-designated complex instrument and is sent as a sequenced message the first time it is sent. These messages are also sent continuously throughout the day as an unsequenced message (sequence = 0) at variable rates as bandwidth allows. The Time offset field should be ignored on unsequenced EDCID messages.
This message is sent in addition to a Complex Instrument Definition Expanded message for each exchange-designated complex instrument. All complex instruments, including exchange designated complex instruments, will be represented with standard Complex Instrument Definition Expanded messages. The purpose of the EDCID messages is to associate complex instruments with dependent Cboe products and services through the EDCI Type and Subtype fields.
Note that the same complex instrument can be associated with more than one dependent product, resulting in more than one EDCID message sharing the same Complex Instrument Id field value.
The EDCID message contains two or more repeating groups of leg definitions. There is a limit of 16 leg definitions.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x9F | Exchange Designated Complex Instrument Definition 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. |
| Complex Instrument Underlying | 12 | 8 | Printable ASCII | Complex Instrument Underlying right padded with spaces. |
| EDCI Type | 20 | 20 | Printable ASCII | Exchange Designated Complex Instrument type right padded with spaces. |
| EDCI Subtype | 40 | 20 | Printable ASCII | Exchange Designated Complex Instrument subtype right padded with spaces. |
| Reserved | 60 | 2 | Reserved | Reserved |
| Leg Count | 62 | 1 | Binary | The number of legs in the complex instrument. The maximum number of legs is 16. |
| The following fields repeat Leg Count times for multi-leg strategies. Leg Index is zero-based. | ||||
| Leg Symbol | 63 + Leg Index * 10 | 6 | Printable ASCII | Option symbol of leg, right padded with spaces. |
| Leg Ratio | 69 + Leg Index * 10 | 4 | Signed Binary | Leg ratio (positive for buy-side, negative for sell-side). |
| Total Length=63 + (Leg Count * 10) bytes | ||||