QuoteRestatedUSFuturesV1

Field NameOffsetLengthData TypeDescription
StartOfMessage02Binary B0 E3 (58288)
MessageLength22Binary 3E 00 (62)
MessageType42Binary ED 05 (1517)
MatchingUnit61BinaryMatching Unit which created this message.
Reserved71BinaryUnspecified
SequenceNumber84BinaryThe sequence number for this message. Distinct per Matching Unit
TransactionTime128DateTimeThe time the event occurred in the CFE Matching Engine (not the time the message was sent).
QuoteUpdateId2016Text
  • Id chosen by the client. Characters in the ASCII range 33-126 are allowed, except for comma, semicolon, and pipe.
  • All quote response messages will include this identifier.
  • Note: CFE strongly recommends that QuoteUpdateId be kept unique for a trading day across both Futures and Options.
OrderId368Binary
  • 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.
LeavesQty444BinaryQuantity still open for further execution. If zero, the order is complete.
WorkingPrice488BinaryPriceThe price at which the quote is working on the order book.
QuoteSymbol566AlphanumericCFE native identifier of the instrument being quoted.
Side621Text
  • 1 = Buy
  • 2 = Sell
RestatementReason631Text
  • The reason for this Quote Restated message.
  • Q = Liquidity
  • W = Wash
  • CFE reserves the right to add new values as necessary without prior notice.

(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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