Cboe to enhance One Feed
Cboe Global Markets has announced a set of enhancements to the Cboe One Feed effective July 16, 2021, subject to regulatory review.
The Cboe One Feed is a data feed that disseminates, on a real-time basis, the aggregate best bid and offer (“BBO”) of all displayed orders for securities traded on the Cboe Equities Exchanges. Among other things, the Cboe One Feed includes consolidated volume for all listed equity securities regardless of where the transaction was executed, the Cboe One Opening and Closing Prices, and the delayed official opening and closing prices disseminated by the primary listing market.
Upon the effective date, in addition to the information currently provided, the Cboe One Feed will disseminate on a delayed basis for all listed equity securities the current day consolidated high/low price using the new End of Day Summary message.
The new Cboe One End of Day Summary message will provide retail brokers, financial information providers, fintech platforms, media outlets, and other market participants with the opportunity to build and enhance displays to include all relevant end of day U.S. equities pricing information via a single comprehensive package.
Upon the effective date, Cboe will be enhancing the Cboe One Summary and Premium Feeds to include current day consolidated high/low prices within the new Cboe One End of Day Summary message as reflected in the High Price and Low Price fields.
The high and low prices for all listed equity securities will be disseminated via the Cboe One Feed after the Securities Information Processor (SIP) delay period, which is currently 15 minutes.
The new Cboe One End of Day Summary message will be based upon summary data received from the CTA or UTP SIP feeds and will be disseminated following the receipt of end-of-day data from the SIPs, following the delay period. The system will send more than one End of Day Summary message due to multiple CTA/UTP end of day summary spins.
Beginning May 19, 2021, the End of Day Summary message will be disseminated via the Cboe One Feed in the BYX Equities, BZX Equities, EDGA Equities, and EDGX Equities certification environments.