SOQ Strike Range Update Message Fields (C1 Only)
The SOQ Strike Range Update message is only available on the C1 Exchange. This message disseminates the minimum and maximum strike prices of the price range used to calculate the Special Opening Quote ( SOQ) on a Volatility Settlement date. In the event that multiple distinct SOQ calculations occur on the same day, the applicable SOQ is differentiated by the SOQ Identifier field, which is set to the CSMi symbol on which the final settlement SOQ value is disseminated.
The SOQ Strike Range Update 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 | 0x9D | SOQ Strike Range Update Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| SOQ Identifier | 6 | 20 | Printable ASCII | Dissemination symbol of the final SOQ right padded with spaces. |
| Lower Strike Price | 26 | 8 | Binary Long Price | SOQ lower strike price |
| Upper Strike Price | 34 | 8 | Binary Long Price | SOQ upper strike price |
| Total Length=42 bytes | ||||