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Order Acknowledgment Message Fields

Order Acknowledgment messages are sent in response to a New Order message. The message corresponds to a FIX Execution Report with ExecType (150) = 0 (New).

Per the instructions given in a Return Bitfields Parameter Group on the Login Request message (see Login Request Message Fields) optional fields may be appended to echo back information provided in the original New Order message. Fields which have been requested to be echoed back but which were not filled in will still be sent, but filled with binary zero ( 0x00).

Permitted return optional fields are described in Order Acknowledgment.

Table 1. Order Acknowledgment Message Fields
FieldOffsetLengthData TypeDescription
StartOfMessage02BinaryMust be 0xBA 0xBA.
MessageLength22BinaryNumber of bytes for the message, including this field but not including the two bytes for the StartOfMessage field.
MessageType41Binary0x25
MatchingUnit51BinaryThe matching unit which created this message. Matching units in BOE correspond to matching units on Multicast PITCH.
SequenceNumber64BinaryThe sequence number for this message. Distinct per matching unit.
TransactionTime108DateTimeThe time the event occurred in the Cboe Matching Engine (not the time the message was sent).
ClOrdID1820TextEchoed back from the original order.
OrderID388Binary
  • Corresponds to OrderID (37) in Cboe FIX.
  • Order identifier supplied by Cboe. This identifier corresponds to the identifiers used in Cboe market data products.
ReservedInternal461BinaryReserved for Cboe internal use.
  • NumberOfReturn
  • Bitfields
471BinaryNumber of bitfields to follow.
ReturnBitfield¹481BinaryBitfield identifying fields to return.
…
ReturnBitfieldᶯ1BinaryLast bitfield.
Optional fields. . .
Table 2. Order Acknowledgment Message Example
Field NameHexadecimalNotes
StartOfMessageBA BAStart of message bytes.
MessageLength4E 0078 bytes
MessageType25Order Acknowledgment
MatchingUnit03Matching Unit 3
SequenceNumber64 00 00 00Sequence number 100
TransactionTimeE0 FA 20 F7 36 71 F8 111,294,909,373,757,324,000
ClOrdID41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00ABC123
OrderID05 10 1E B7 5E 39 2F 02171WC1000005 (base 36)
ReservedInternal00Ignore
NumberOfReturn Bitfields033 bitfields to follow
ReturnBitfield100No bitfields from byte 1
ReturnBitfield241Symbol, Capacity
ReturnBitfield305Account, ClearingAccount
Symbol4D 53 46 54 00 00 00 00MSFT
Capacity50P=Principal
Account41 42 43 00 00 00 00 00 00 00 00 00 00 00 00 00ABC
ClearingAccount00 00 00 00(empty)
Table 3. Minimal Order Acknowledgment Message Example
Field NameHexadecimalNotes
StartOfMessageBA BAStart of message bytes.
MessageLength2E 0046 bytes
MessageType25Order Acknowledgment
MatchingUnit03Matching Unit 3
SequenceNumber64 00 00 00Sequence number 100
TransactionTimeE0 FA 20 F7 36 71 F8 111,294,909,373,757,324,000
ClOrdID41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00ABC123
OrderID05 10 1E B7 5E 39 2F 02171WC1000005 (base 36)
ReservedInternal00Ignore
NumberOfReturn Bitfields00No bitfields to follow
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