NewComplexInstrumentOptionUSFuturesV1


Field Name	Offset	Length	Data Type	Description
StartOfMessage	0	2	Binary	`B0 E3` (58288)
MessageLength	2	2	Binary	(35 + LegCnt * 13)
MessageType	4	2	Binary	`F3 03` (1011)
MatchingUnit	6	1	Binary	Must be zero or correct unit
Reserved	7	1	Binary	Must be zero
SequenceNumber	8	4	Binary	The sequence number for this message
ClOrdId	12	20	Text	Unique Id chosen by the client. Characters in the ASCII range 33-126 are allowed, except for comma, semicolon, and pipe. If the ClOrdId matches a live order, the order will be rejected as duplicate. A leading tilde (~) cannot be sent on any ClOrdId and will result in a reject. These are reserved for internal use by CFE and could be received as a result of a CFE-generated ClordId. Sent to the OCC in the OrderId field. Note: CFE only enforces uniqueness of ClOrdId values among currently live orders, which includes long-lived GTC and GTD orders. However, using unique ClOrdId values is strongly recommend.
ClearingFirm	32	4	Alpha	EFID associated with creating the complex instrument. Port attribute value of 'Default EFID' is used if not provided.
LegCnt	36	1	Binary	The number of legs in this complex instrument. Must be a minimum of 2 and maximum of 16 legs.
→ LegSymbol	37	8	Alphanumeric	The symbol id for the simple Options on Futures instrument.
→ LegRatioQty	45	4	Binary	Ratio of number of contracts in this leg per order quantity. All legs must be reduced (i.e., 2:2 must be sent as 1:1) in order to be accepted by the system when using this message type. Accepted values are 1-99,999
→ LegSide	49	1	Text	1 = Buy 2 = Sell

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NewComplexInstrumentOptionUSFuturesV1