CBOE Indices Channel - SpiderRock/SRDataFeed GitHub Wiki

The CBOE published multiple indices channels:

• CSMI
• INAV
• MCSI

Currently, we only normalize and republish the CSMI channel.

A couple notes for developers:

#1 - We are sending messages with Asset Type = 1 and Asset Type = 2 on our multicast channel. The CSMI data is all sent with Asset Type = 2.

#2 - We send around values as floats, so our values have four decimal places. CBOE only publishes with 2 decimal places, so upon receipt of our feed, employ a rounding mechanism to round out the extra decimals. Example:

• CBOE publishes = 3432.43
• SpiderRock publishes = 3432.4299 (needs to be rounded to two decimal places).