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





