Application Messages
Note that if CFE receives a message type not listed in this specification, the connection will be closed. See Handling of Invalid Message Headers for details.
| Direction | Message Name | Version | Type | Sequenced |
|---|---|---|---|---|
| TPH to CFE | NewOrderUSFuturesV2 |
V2 |
F0 03 (1008) | Yes |
| TPH to CFE | NewOrderOptionUSFuturesV1 |
V1 |
F1 03 (1009) | Yes |
| TPH to CFE | ModifyOrderUSFuturesV1 |
V1 |
EA 03 (1002) | Yes |
| TPH to CFE | CancelOrderUSFuturesV1 |
V1 |
EB 03 (1003) | Yes |
| TPH to CFE | MassCancelOrderUSFuturesV1 |
V1 |
EC 03 (1004) | Yes |
| TPH to CFE | PurgeOrdersUSFuturesV1 |
V1 |
ED 03 (1005) | Yes |
| TPH to CFE | QuoteUpdateUSFuturesV1 |
V1 |
EE 03 (1006) | Yes |
| TPH to CFE | QuoteUpdateOptionUSFuturesV1 |
V1 |
F2 03 (1010) | Yes |
| TPH to CFE | ResetRiskUSFuturesV1 |
V1 |
EF 03 (1007) | Yes |
| TPH to CFE | NewComplexInstrumentOptionUSFuturesV1 |
V1 |
F3 03 (1011) | Yes |
| CFE to TPH | OrderAcknowledgementUSFuturesV1 |
V1 |
DD 05 (1501) | Yes |
| CFE to TPH | OrderAcknowledgementOptionUSFuturesV1 |
V1 |
F3 05 (1523) | Yes |
| CFE to TPH | OrderRejectedUSFuturesV1 |
V1 |
DE 05 (1502) | No |
| CFE to TPH | OrderModifiedUSFuturesV1 |
V1 |
DF 05 (1503) | Yes |
| CFE to TPH | ModifyRejectedUSFuturesV1 |
V1 |
E0 05 (1504) | No |
| CFE to TPH | OrderExecutionUSFuturesV1 |
V1 |
E1 05 (1505) | Yes |
| CFE to TPH | OrderExecutionOptionUSFuturesV1 |
V1 |
F4 05 (1524) | Yes |
| CFE to TPH | OrderCancelledUSFuturesV1 |
V1 |
E2 05 (1506) | Yes |
| CFE to TPH | CancelRejectedUSFuturesV1 |
V1 |
E3 05 (1507) | No |
| CFE to TPH | MassCancelAcknowledgementUSFuturesV1 |
V1 |
E4 05 (1508) | No |
| CFE to TPH | MassCancelRejectedUSFuturesV1 |
V1 |
E5 05 (1509) | No |
| CFE to TPH | PurgeAcknowledgementUSFuturesV1 |
V1 |
E6 05 (1510) | No |
| CFE to TPH | PurgeRejectedUSFuturesV1 |
V1 |
E7 05 (1511) | No |
| CFE to TPH | TradeCancelCorrectUSFuturesV1 |
V1 |
E8 05 (1512) | Yes |
| CFE to TPH | TradeCancelCorrectOptionUSFuturesV1 |
V1 |
F5 05 (1525) | Yes |
| CFE to TPH | TASRestatementUSFuturesV1 |
V1 |
E9 05 (1513) | Yes |
| CFE to TPH | QuoteUpdateAcknowledgementUSFuturesV1 |
V1 |
EB 05 (1515) | No |
| CFE to TPH | QuoteUpdateRejectedUSFuturesV1 |
V1 |
EC 05 (1516) | No |
| CFE to TPH | QuoteRestatedUSFuturesV1 |
V1 |
ED 05 (1517) | Yes |
| CFE to TPH | QuoteExecutionUSFuturesV1 |
V1 |
EE 05 (1518) | Yes |
| CFE to TPH | QuoteCancelledUSFuturesV1 |
V1 |
EF 05 (1519) | No |
| CFE to TPH | TASQuoteRestatementUSFuturesV1 |
V1 |
F0 05 (1520) | Yes |
| CFE to TPH | ResetRiskAcknowledgementUSFuturesV1 |
V1 |
F2 05 (1522) | No |
| CFE to TPH | New Complex Instrument Accepted (Options Only) |
V1 |
F6 05 (1526) | Yes |
| CFE to TPH | New Complex Instrument Rejected (Options Only) |
V1 |
F7 05 (1527) | No |