TradeCancelCorrectOptionUSFuturesV1


Field Name	Offset	Length	Data Type	Description
StartOfMessage	0	2	Binary	`B0 E3` (58288)
MessageLength	2	2	Binary	`72 00` (114)
MessageType	4	2	Binary	`F5 05` (1525)
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	The order which was executed.
ExecRefId	40	8	Binary	Refers to the ExecId of the fill being cancelled or corrected.
Side	48	1	Text	1 = Buy 2 = Sell
BaseLiquidityIndicator	49	1	Text	Indicates whether the trade added or removed liquidity. A = Added Liquidity R = Removed Liquidity C = Market opening / re-opening trade
ClearingFirm	50	4	Alpha	EFID that will clear the trade. Port attribute value of 'Default EFID' is used if not provided. Sent to OCC in Exec Broker field.
ClearingAccount	54	4	Alpha	Supplemental identifier. Recorded and made available in execution reports. Available via Drop feeds. This field can be blank or populated with an optional four character string, except for comma, semicolon, and pipe. This field is not sent to the OCC.
LastShares	58	4	Binary	Executed contracts quantity.
LastPx	62	8	BinaryPrice	Price of this fill. Note the use of Price type to represent positive and negative prices, which can occur with spread instruments.
CorrectedPrice	70	8	BinaryPrice	For trade corrections, this is the new trade price. For trade breaks, this is set to 0.
OrigTime	78	8	DateTime	The date and time of the original trade, in GMT.
Symbol	86	8	Alphanumeric	CFE native identifier of the instrument
Capacity	94	1	Text	C = Customer F = Firm The Capacity refers to the OCC account type. A value of C denotes an account that clears in the Customer range at OCC. A value of F denotes an account that clears in the Clearing Firm range at OCC.
SecurityDesc	95	16	Text	The Options on Futures identifier.
OpenClose	111	1	Text	Indicates status of client position in a trade resulting from the order. O = Open C = Close N = None NUL (0x00) = None
CMTANumber	112	4	Binary	CMTA Number of the firm that will clear the trade. Must be specified for CMTA orders and left unspecified for non-CMTA orders. Sent to the OCC in the CMTA CM# field.

(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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TradeCancelCorrectOptionUSFuturesV1