Message Format

Cboe Titanium U.S. Options Opening Process Feed protocol messages are delivered unsequenced and may not be retrieved if missed.

All UDP delivered events will be self-contained. Developers can assume that UDP delivered data will not cross frame boundaries and a single Ethernet frame will contain only one Sequenced Unit Header with associated data.

The Cboe Titanium U.S. Options Opening Process Feed is comprised of a series of dynamic length un-sequenced messages. Each message begins with Length and Message Type fields. Cboe reserves the right to add message types and grow the length of any message without notice. Customers should develop their decoders to handle unknown message types and messages beyond the expected length. Messages will only be grown to add additional data to the end of a message.