Reference Message Fields
The Reference message provides static and semi-static metadata about instruments and trading
conditions necessary for interpreting quote and trade messages.
| Field Name | Value/Type | Description |
|---|---|---|
| Symbol | Alphanumeric | OSI Symbol |
| Sequence Number | Integer | Published sequence number from Cboe, monotonically increasing |
| Root | Alphanumeric | Option Root |
| Expiration | Integer | Option Expiration |
| Strike | Price | Option Price |
| CallPut | Alphanumeric |
|
| ExerciseStyle | Alphanumeric |
|
| Multiplier | Price | Option Contract Multiplier |
| Units | Price | Deliverable Units |
| Cash | Price | Deliverable Cash |
| Type | Alphanumeric | Standard vs Flex |
| Currency | Alphanumeric | Currency in which the option is quoted |
| UnderlyerTicker | Alphanumeric | Symbol of underlying tradable asset |
| UnderlyerType | Alphanumeric | Determine if the underlying tradable asset is an equity, or index, or other asset class |
| UnderlyerDescription | Alphanumeric | Free text describing the underlying tradable asset |
| PublishedTopic | Alphanumeric | Name of the MSK Topic that the contract is distributed on |