Mass Cancel Acknowledgment Message Fields
A Mass Cancel Acknowledgment message is an unsequenced message sent when a Purge Orders message requesting a mass cancellation has completed canceling all individual orders. This message type only appears on dedicated BOE Purge Ports.
| Field | Offset | Length | Data Type | Description |
|---|---|---|---|---|
| StartOfMessage | 0 | 2 | Binary | Must be 0xBA 0xBA. |
| MessageLength | 2 | 2 | Binary | Number of bytes for the message, including this field but not including the two bytes for the StartOfMessage field. |
| MessageType | 4 | 1 | Binary | 0x36 |
| MatchingUnit | 5 | 1 | Binary | Unsequenced application message. Matching unit will be set to 0. |
| SequenceNumber | 6 | 4 | Binary | Unsequenced application. Message Sequence number will be set to 0. |
| TransactionTime | 10 | 8 | DateTime | The time the event occurred in the Cboe Matching Engine (not the time the message was sent). |
| MassCancelID | 18 | 20 | Text | Copied from the MassCancelID passed on the original Purge Orders message. This field corresponds to MassCancelID (7695) in Cboe FIX. |
| CancelledOrderCount | 38 | 4 | Binary | Number of orders cancelled. This field corresponds to CancelledOrderCount (7696) in Cboe FIX. |
| ReservedInternal | 42 | 1 | Binary | Reserved for Cboe internal use. |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage | BA | Start of message bytes. |
| MessageLength | 29 00 | 41 bytes |
| MessageType | 36 | Mass Cancel Acknowledgment |
| MatchingUnit | 00 | Unsequenced Message, unit=0 |
| SequenceNumber | 00 00 00 00 | Unsequenced Message, sequence=0 |
| TransactionTime | E0 FA 20 F7 36 71 F8 11 | 1,294,909,373,757,324,000 |
| MassCancelID | 41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00 | ABC123 |
| CancelledOrderCount | 63 00 00 00 | 99 orders were cancelled |
| ReservedInternal | 00 | Ignore |