Auction Cancel
Auction Cancel messages are used to disseminate the cancellation of an earlier Auction Notification message as a result of a user cancellation of the original order, a user modification request to change the price or increase the original order quantity, or a fading of the NBBO.
A user request to modify the order price or to increase the original order quantity will result in a cancellation of the auction followed by a new Auction Notification message. Auction Cancel messages will not be issued for order quantity decrements.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0xAE | Auction Cancel Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Auction ID | 6 | 8 | Binary | Day specific identifier assigned to this auction |
| Total Length = 14 bytes | ||||