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 clearing venue 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.)

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OrderModifiedUSFuturesV1