Purge Rejected

A Purge Rejected message is sent in response to a Purge Orders message to indicate that the mass cancellation cannot occur. Purge Rejected messages are unsequenced. This message type only appears on dedicated BOE Purge Ports.

Permitted return bitfields are described in Purge Rejected.

Table 1. Purge Rejected 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.
MessageType41Binary0x48
MatchingUnit51BinaryUnsequenced application message. Matching unit will be set to 0.
SequenceNumber64BinaryUnsequenced application message. Sequence number will be set to 0.
TransactionTime108DateTimeThe time the event occurred in the Cboe Matching Engine (not the time the message was sent).
PurgeRejectReason181Text
  • Reason for a purge rejection.
  • See Reason Codes for a list of possible reasons.
Text1960TextHuman readable text with more information about the reject reason.
ReservedInternal791BinaryReserved for Cboe internal use.
  • NumberOfReturn
  • Bitfields
801BinaryNumber of bitfields to follow.
ReturnBitfield1811BinaryBitfield identifying fields to return.
ReturnBitfieldn1BinaryLast bitfield.
Optional fields. . .
Table 2. Purge Rejected Message Example
Field NameHexadecimalNotes
StartOfMessageBA BAStart of message bytes.
MessageLength72 00114 bytes
MessageType48Purge Rejected
MatchingUnit00Unsequenced Message, unit=0
SequenceNumber00 00 00 00Unsequenced Message, sequence=0
TransactionTimeE0 FA 20 F7 36 71 F8 111,294,909,373,757,324,000
PurgeRejectReason41A
Text41 44 4D 49 4E 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00ADMIN
ReservedInternal00Ignore
NumberOfReturn Bitfields0F15 bitfields to follow
ReturnBitfield100No fields from byte 1
ReturnBitfield200No fields from byte 2
ReturnBitfield300No fields from byte 3
ReturnBitfield400No fields from byte 4
ReturnBitfield500No fields from byte 5
ReturnBitfield600No fields from byte 6
ReturnBitfield700No fields from byte 7
ReturnBitfield800No fields from byte 8
ReturnBitfield900No fields from byte 9
ReturnBitfield1000No fields from byte 10
ReturnBitfield1100No fields from byte 11
ReturnBitfield1200No fields from byte 12
ReturnBitfield1300No fields from byte 13
ReturnBitfield1400No fields from byte 14
ReturnBitfield1508MassCancelID
MassCancelID54 45 53 54 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00TEST
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