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





