Single Side Update Expanded (Short) Message Fields

Table 1. Single Side Update Expanded (Short)
Field NameOffsetLengthType/(Value)Description
Length01BinaryLength of this message including this field.
Message Type110xD4 Single Side Update Expanded (Short) 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
Price142Binary Short PricePrice
Quantity162Binary
  • Total number of contracts on the inside book (customer and non-customer).
  • If Customer bit is set, this will be zero.
Customer Quantity182Binary
  • 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=20 bytes
Cboe Titanium U.S. Options Multicast TOP Specification - Single Side Update Expanded (Short) | Cboe