Reduce Size Message Fields

Reduce Size messages are sent when a visible order on the CFE book is partially reduced.

Table 1. Reduce Size (long)
Field NameOffsetLengthType/(Value)Description
Length01BinaryLength of this message including this field.
Message Type110x25 Reduce Size message (long).
Time Offset24BinaryNanosecond offset from last unit timestamp.
Order Id68BinaryOrder Id of a previously sent Add Order message that has been reduced.
Canceled Quantity144BinaryNumber of contracts canceled.
Total Length = 18 bytes
Table 2. Reduce Size (short)
Field NameOffsetLengthType/(Value)Description
Length01BinaryLength of this message including this field.
Message Type110x26 Reduce Size message (short).
Time Offset24BinaryNanosecond offset from last unit timestamp.
Order Id68BinaryOrder Id of a previously sent Add Order message that has been reduced.
Canceled Quantity142BinaryNumber of contracts canceled.
Total Length = 16 bytes
Cboe Titanium Cboe Futures Exchange Multicast Depth of Book (PITCH) Specification - Reduce Size Message Fields | Cboe