Message Format

All data received from the Kafka broker on the Cboe Options Lite feed is formatted with Avro.

Each Kafka message starts with a Frame Header, which includes a monotonically increasing sequence number unique to the topic/partition as well as a protocol version number. The protocol version number only changes if the binary encoding differs in a new release.

Immediately succeeding this frame header are one or more message payloads. The message payload contains the message type and the contents of the message.

Each individual message contains a SEQUENCE_NUMBER field unique per symbol which handles sequencing and delivery integrity.

Cboe reserves the right to add message types and grow the length of any message without notice.

Cboe Options Lite users should develop their decoders to deal with unknown message types and messages that grow beyond the expected length. Messages will only be grown to add additional data to the end of a message.