Width Update

The Width Update message is used to communicate the opening quote width multiplier. This message will be sent at the beginning of the day for all underlyings and in the event that the exchange decides to change the quote width multiplier on a per underlying basis. For complete details on the opening collars, see the Cboe Titanium U.S. Options Opening Process.

Table 1. Width Update
Field NameOffsetLengthType/(Value)Description
Length01BinaryLength of this message including this field.
Message Type110xD2 Width Update Message
Time Offset24Time OffsetNanosecond offset from last unit timestamp.
Underlying68Printable ASCIIUnderlying right padded with spaces.
Width Type141Alphanumeric
  • R=Regular
  • V=Volatility
Multiplier154MultiplierWidth multiplier.
Total Length=19 bytes
Cboe Titanium U.S. Options Opening Process Feed Specification - Width Update | Cboe