Cancel Order Message Fields
Request to cancel an order.
Permitted input optional fields are described in Cancel Order.
| 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 | 0x39 |
| MatchingUnit | 5 | 1 | Binary | Always 0 for inbound (Member to Cboe) messages. |
| SequenceNumber | 6 | 4 | Binary | The sequence number for this message. |
| OrigClOrdID | 10 | 20 | Text | Corresponds to OrigClOrdID (41) in Cboe FIX. ClOrdID of the order to cancel. |
| NumberOf CancelOrderBitfields | 30 | 1 | Binary | Bitfield identifying bitfields which are set. May be 0. Field values must be appended to the end of the message. |
| CancelOrder Bitfield¹ | 31 | 1 | Binary | Bitfield identifying fields to follow. Only present if NumberOfCancelOrderBitfields is non-zero. |
| … | ||||
| CancelOrder Bitfieldᶯ | 1 | Binary | Last bitfield. | |
| Optional fields. . . |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage | BA BA | Start of message bytes. |
| MessageLength | 22 00 | 34 bytes |
| MessageType | 39 | Cancel Order |
| MatchingUnit | 0 | Always 0 for inbound messages |
| SequenceNumber | 64 00 00 00 | Sequence Number 100 |
| OrigClOrdID | 41 42 43 31 32 33 00 00 00 00
00 00 00 00 00 00 00 00 00 00 | ABC123 |
| NumberOfCancel | 01 | 1 bitfield to follow |
| OrderBitfields | ||
| CancelOrderBitfield1 | 01 | ClearingFirm |
| ClearingFirm | 54 45 53 54 | TEST |