NewComplexInstrumentAcceptedOptionUSFuturesV1
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| StartOfMessage | 0 | 2 | Binary | B0 E3 (58288) |
| MessageLength | 2 | 2 | Binary | (51 + LegCnt * 29) |
| MessageType | 4 | 2 | Binary | F6 05 (1526) |
| MatchingUnit | 6 | 1 | Binary | Matching Unit which created this message. |
| Reserved | 7 | 1 | Binary | Unspecified |
| SequenceNumber | 8 | 4 | Binary | The sequence number for this message. Distinct per Matching Unit |
| TransactionTime | 12 | 8 | DateTime | The time the event occurred in the CFE Matching Engine (not the time the message was sent). |
| ClOrdId | 20 | 20 | Text | Echoed back from the TPH message |
| Symbol | 40 | 8 | Alphanumeric | The complex instrument id. |
| NoOfComplexInstruments | 48 | 4 | Binary | The number of complex instruments created by the TPH in the underlying futures symbol in the current trading session. |
| LegCnt | 52 | 1 | Binary | Number of legs in this complex instrument. |
| → LegSymbol | 53 | 8 | Alphanumeric | The symbol id for the Simple Options on Futures Instrument. |
| → SecurityDesc | 61 | 16 | Text | Options on futures name that refers to the option underlying futures contract, option put/call, options strike price (two implied decimals), and option expiration date (e.g. “UX1A/K4 C2000”). |
| → LegRatioQty | 77 | 4 | Binary | Ratio of number of contracts in this leg per order quantity. |
| → LegSide | 81 | 1 | Text |
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