Constituent Symbol Mapping

The Constituent Symbol Mapping message is only available on the C1 Exchange. This message is used to communicate which options series (if any) are Constituent Series in a Volatility Settlement Special Opening Quote ( SOQ). The message is identical to the Symbol Mapping message with the addition of the SOQ Identifier field, which is set to the CSMi symbol on which the final settlement SOQ value is disseminated. The Constituent Symbol Mapping message is sent as an unsequenced message with one message sent for each Constituent Series in a continuous loop as bandwidth allows.

The Constituent Symbol Mapping message has the following format:

Table 1. Constituent Symbol Mapping
Field Name Offset Length Type/(Value) Description
Length 0 1 Binary Length of this message including this field.
Message Type 1 1 0x9E Constituent Symbol Mapping Message
Feed Symbol 2 6 Printable ASCII Symbol right padded with spaces
OSI Symbol 8 21 Printable ASCII OSI Symbol
Symbol Condition 29 1 Alphanumeric
  • N = Normal
  • C = Closing Only
Underlying 30 8 Alphanumeric Symbol of underlying equity right padded with spaces.
SOQ Identifier 38 20 Printable ASCII Dissemination symbol of the final SOQ right padded with spaces.
Total Length = 58 bytes
Cboe Titanium U.S. Options Opening Process Feed Specification - Constituent Symbol Mapping | Cboe