Summary Message Fields
The Summary message provides a periodic snapshot of the order book state for each instrument. It is designed to allow clients to build or rebuild their order books without relying on continuous quote updates. This message is republished every 15 minutes and includes aggregated quote and trade data.
| Field Name | Value/Type | Description |
|---|---|---|
| Symbol | Alphanumeric | OSI Symbol |
| Sequence Number | Integer | Published sequence number from Cboe, monotonically increasing |
| Publish Timestamp | Integer | Nanoseconds since epoch, corresponding to the time at which the AVRO message was encoded |
| Message Flags | Bit Field |
|
| Last Sequence Number | Integer | Most recent trade sequence number published or 0 if not set/not available |
| Open Price | Price | Opening price for the session or 0 if not set/not available |
| High Price | Price | High price for the session or 0 if not set/not available |
| Low Price | Price | Low price for the session or 0 if not set/not available |
| Last Price | Price | Last price for the session or 0 if not set/not available |
| Last Size | Integer | Last volume for the session or 0 if not set/not available |
| Last Condition | Alphanumeric | Last condition for the session |
| Last Exchange | Alphanumeric | Last exchange for the session |
| Last Timestamp | Integer | Nanoseconds since epoch corresponding to the source time of the associated trade or 0 if not set/not available |
| Total Volume | Integer | Total volume for the session |
| Quote Timestamp | Integer | Nanoseconds since epoch corresponding to the source time of the associated Quote or 0 if not set/not available |
| Quote Sequence Number | Integer | Most recent TrueSize Quote sequence number published or 0 if not set/not available |
| Bid Price | Price | Most recent TrueSize determined best bid price or 0 if not set/not available |
| Bid Size | Integer | Most recent TrueSize bid volume or 0 if not set/not available |
| Ask Price | Price | Most recent TrueSize determined best offer price or 0 if not set/not available |
| Ask Size | Integer | Most recent TrueSize offer volume or 0 if not set/not available |
| Open Interest | Long | Open Interest |