TrueSize Quote Message Fields
The Quote message provides TrueSize which is the sum of the sizes from each participant at the NBBO (National Best Bid and Offer) price.
| Field Name | Value/Type | Description |
|---|---|---|
| Symbol | Alphanumeric | OSI Symbol |
| Sequence Number | Integer | Published sequence number from Cboe, monotonically increasing |
| Source Sequence Number | Integer | Sequence number corresponding to the underlying source quote of the bid or ask data present. |
| Publish Timestamp | Integer | Nanoseconds since epoch, corresponding to the time at which the AVRO message was encoded |
| Source Timestamp | Integer | Nanoseconds since epoch corresponding to the underlying source quote of the bid or ask data present |
| Message Flags | Bit Field |
|
| Bid Price | Price | TrueSize determined best bid price |
| Bid Size | Integer | Aggregate bid quantity available across regional exchanges at the TrueSize determined best bid price |
| Ask Price | Price | TrueSize determined best offer price |
| Ask Size | Integer | Aggregate offer quantity available across regional exchanges at the TrueSize determined best offer price |