MassCancelRejectedUSFuturesV1
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| StartOfMessage | 0 | 2 | Binary |
B0 E3 (58288) |
| MessageLength | 2 | 2 | Binary |
63 00 (99) |
| MessageType | 4 | 2 | Binary |
E5 05 (1509) |
| 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 |
| MassCancelRejectReason | 40 | 1 | Text | Reason for the mass cancel rejection. See Order Reason Codes. |
| Text | 41 | 60 | Text | Human readable text with more information. |
(New fields may be introduced at the end of this message. Consequently, TPHs must treat any additional bytes present as undefined values.)