OrderCancelledUSFuturesV1

Field Name Offset Length Data Type Description
StartOfMessage 0 2 Binary B0 E3 (58288)
MessageLength 2 2 Binary 33 00 (51)
MessageType 4 2 Binary E2 05 (1506)
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 The order which was cancelled.
ClearingFirm 40 4 Alpha EFID that would clear the trade.
CancelReason 44 1 Text See Section Order Reason Codes.
RequestReceivedTime 45 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.
  • Note: Value will be 0 if this is not a response to a Cancel Order message.

(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 - OrderCancelledUSFuturesV1 | Cboe