Auction Summary Message Fields
Auction Summary messages are used to disseminate the results of an auction. An Opening or Re-Opening Auction Summary message for each symbol is sent at the conclusion of its Opening or Re-Opening auction and represents Cboe opening price.
The Auction Summary message has the following format:
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x96 | Auction Summary Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp. |
| Symbol ID | 6 | 8 | Printable ASCII | Symbol right padded with spaces. |
| Auction Type | 14 | 1 | Alphanumeric |
|
| Price | 15 | 8 | Binary Long Price | Auction price. |
| Quantity | 23 | 4 | Binary | Cumulative number of contracts executed during the auction. |
| Total Length=27 bytes | ||||