OrderModifiedUSFuturesV1

Field Name Offset Length Data Type Description
StartOfMessage 0 2 Binary B0 E3 (58288)
MessageLength 2 2 Binary 6F 00 (111)
MessageType 4 2 Binary DF 05 (1503)
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
OrigClOrdId 40 20 Text The ClOrdId of the original order.
OrderId 60 8 Binary
  • 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.
ClearingFirm 68 4 Alpha Echoed back from the TPH message
Price 72 8 BinaryPrice Echoed back from the TPH message
OrdType 80 1 Text Echoed back from the TPH message
OrderQty 81 4 Binary Echoed back from the TPH message
LeavesQty 85 4 Binary Quantity still open for further execution. If zero, the order is complete.
BaseLiquidityIndicator 89 1 Text
  • Indicates whether the trade added or removed liquidity.
  • A = Added Liquidity
  • R = Removed Liquidity
  • C = Market opening / re-opening trade
StopPx 90 8 BinaryPrice Echoed back from the TPH message
FrequentTraderId 98 6 Alphanumeric Echoed back from the TPH message
CustOrderHandlingInst 104 1 Text Echoed back from the TPH message
RequestReceivedTime 105 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.

(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 - OrderModifiedUSFuturesV1 | Cboe