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OrderAcknowledgementOptionUSFuturesV1

Field NameOffsetLengthData TypeDescription
StartOfMessage02Binary B0 E3 (58288)
MessageLength22Binary(174 + LegCnt)
MessageType42Binary F3 05 (1523)
MatchingUnit61BinaryMatching Unit which created this message.
Reserved71BinaryUnspecified
SequenceNumber84BinaryThe sequence number for this message. Distinct per Matching Unit
TransactionTime128DateTimeThe time the event occurred in the CFE Matching Engine (not the time the message was sent).
ClOrdId2020TextEchoed back from the TPH message
OrderId408Binary
  • Order identifier supplied by CFE. This identifier corresponds to the identifiers used in CFE market data products.
  • Sent to the OCC in the Exchange Data field.
Side481TextEchoed back from the TPH message
Price498BinaryPriceEchoed back from the TPH message
OrdType571TextEchoed back from the TPH message
TimeInForce581TextEchoed back from the TPH message
Symbol598AlphanumericEchoed back from the TPH message
SecurityDesc6716TextEchoed back from the TPH message
Capacity831TextEchoed back from the TPH message
Account8416TextEchoed back from the TPH message
ClearingFirm1004AlphaEchoed back from the TPH message
ClearingAccount1044AlphaEchoed back from the TPH message
OrderQty1084BinaryEchoed back from the TPH message
PreventMatch1123Alpha
  • PreventMatch as accepted by CBOE.
  • Note that an empty field indicates None (Match Trade Prevention not applied).
OpenClose1151TextEchoed back from the TPH message
LeavesQty1164BinaryQuantity still open for further execution. If zero, the order is complete.
BaseLiquidityIndicator1201Text
  • Indicates whether the trade added or removed liquidity.
  • A = Added Liquidity
  • R = Removed Liquidity
  • C = Market opening / re-opening trade
ExpireTime1218DateTimeEchoed back from the TPH message
SubLiquidityIndicator1291Text
  • Additional information about the liquidity of an order. CFE may add additional values without notice. TPHs must gracefully ignore unknown values.
  • NULL (0x00) = No Additional Information
  • C = Carried Order Indicator
  • U = Qualifying Market Turner order
CMTANumber1304BinaryEchoed back from the TPH message
CtiCode1341TextEchoed back from the TPH message
ManualOrderIndicator1351TextEchoed back from the TPH message
OEOID13618TextEchoed back from the TPH message
CumQty1544BinaryEchoed back from the TPH message
FrequentTraderId1586AlphanumericEchoed back from the TPH message
CustOrderHandlingInst1641TextEchoed back from the TPH message
CountryCode1652TextEchoed back from the TPH message
RequestReceivedTime1678DateTime
  • 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.
LegCnt1751BinaryEchoed back from the TPH message
→ LegPositionEffect1761TextEchoed back from the TPH message (repeats LegCnt times)

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

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