Delete Order Message Fields
The Delete Order message is sent whenever a booked order is cancelled or leaves the order book. The Order Id refers to the Order Id of the original Add Order message. An order that is deleted from the book may return to the book later under certain circumstances. Therefore, a Delete Order message does not indicate that a given Order Id will not be sent again on a subsequent Add Order message.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x29 | Delete Order message. |
| Time Offset | 2 | 4 | Binary | Nanosecond offset from last unit timestamp. |
| Order Id | 6 | 8 | Binary | Order Id of a previously sent Add Order message that has been removed from order book. |
| Total Length = 14 bytes | ||||