Order Executed Message Fields
Order Executed messages are sent when an order on the CFE book is executed in whole or in part. The execution price equals the limit order price found in the original Add Order message or the limit order price in the latest Modify Order message referencing the Order Id.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x23 | Order Executed 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 was executed. |
| Executed Quantity | 14 | 4 | Binary | Number of contracts executed. |
| Execution Id | 18 | 8 | Binary | CFE generated day-unique execution identifier of this execution. Execution Id is also referenced in the Trade Break message. |
| Trade Condition | 26 | 1 | Alphanumeric |
|
| Total Length = 27 bytes | ||||