Trade Break Message Fields
The Trade Break message is sent whenever an execution on CFE is broken. Trade breaks are rare and only affect applications that rely upon CFE execution-based data. A Trade Break message followed immediately be a new Trade message with the same Execution Id indicates that a trade correction has occurred. Applications that simply build a CFE book can ignore Trade Break messages.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x2C | Trade Break message. |
| Time Offset | 2 | 4 | Binary | Nanosecond offset from last unit timestamp. |
| Execution Id | 6 | 8 | Binary | CFE execution identifier of the execution that was broken. Execution Id refers to previously sent Order Executed or Trade message. |
| Total Length = 14 bytes | ||||