Single Side Update Expanded (Long) Message Fields

Table 1. Single Side Update Expanded (Long)
Field NameOffsetLengthType/(Value)Description
Length01BinaryLength of this message including this field.
Message Type110xD5 Single Side Update Expanded(Long) Message
Time Offset24Time OffsetNanosecond offset from last unit timestamp.
Symbol66Printable ASCIISymbol right padded with spaces.
Side121Alphanumeric
  • B=Bid Side
  • S=Ask Side
Bit Fields131Bit Field
  • Bits 0-2 - Reserved
  • Bit 3 - AON
  • 0=Price level is a firm quote
  • 1=Price Level is AON (All or None)
  • Bit 4 - Customer (C1 Only)
  • 0=Not customer specific.
  • 1=Price Level is specifically for firm customer quotes.
  • Bits 5-7 - Reserved
Price148Binary Long PricePrice
Quantity224Binary
  • Total number of contracts on the inside book (customer and non-customer).
  • If Customer bit is set, this will be zero.
Customer Quantity264Binary
  • Number of customer contracts on the inside book. A zero value denotes that there are no customer contracts at the inside price.
  • If Customer bit is set, this will be the number of customer contracts on the inside book considering only customer firm quotes.
  • Will always be zero for C2.
Total Length=30 bytes
Cboe Titanium U.S. Options Multicast TOP Specification - Single Side Update Expanded (Long) | Cboe