MassCancelAcknowledgementUSFuturesV1

Field Name Offset Length Data Type Description
StartOfMessage 0 2 Binary B0 E3 (58288)
MessageLength 2 2 Binary 32 00 (50)
MessageType 4 2 Binary E4 05 (1508)
MatchingUnit 6 1 Binary Matching Unit which created this message.
Reserved 7 1 Binary Unspecified
SequenceNumber 8 4 Binary Always zero (unsequenced)
TransactionTime 12 8 DateTime The time the event occurred in the CFE Matching Engine (not the time the message was sent).
MassCancelId 20 20 Text Echoed back from the TPH message
CancelledOrderCount 40 4 Binary Number of orders cancelled.
RequestReceivedTime 44 8 DateTime
  • The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged.
  • Populated with zero in event of failover to Port B or Port C.

(New fields may be introduced at the end of this message. Consequently, TPHs must treat any additional bytes present as undefined values.)

Cboe Titanium Cboe Futures Exchange BOEv3 Specification - MassCancelAcknowledgementUSFuturesV1 | Cboe