QuoteCancelledUSFuturesV1
| Field Name | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| StartOfMessage | 0 | 2 | Binary |
B0 E3 (58288) |
| MessageLength | 2 | 2 | Binary |
32 00 (50) |
| MessageType | 4 | 2 | Binary |
EF 05 (1519) |
| 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). |
| QuoteUpdateId | 20 | 16 | Text | Echoed back from the most recent Quote Update request for this quote. |
| OrderId | 36 | 8 | Binary |
|
| QuoteSymbol | 44 | 6 | Alphanumeric | CFE native identifier of the instrument being quoted. |
| Side | 50 | 1 | Text |
|
| CancelReason | 51 | 1 | Text | See Order Reason Codes. |
(New fields may be introduced at the end of this message. Consequently, TPHs must treat any additional bytes present as undefined values.)