Cancel Rejected Message Fields
A Cancel Rejected message is sent in response to a Cancel Order message to indicate that the cancellation cannot occur. Cancel Rejected messages are unsequenced.
Permitted return bitfields are described in Cancel Rejected.
| 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 |
0x2B |
| 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). |
| ClOrdID | 18 | 20 | Text | The order whose cancel was rejected. |
| CancelRejectReason | 38 | 1 | Text |
|
| Text | 39 | 60 | Text | Human readable text with more information about the reject reason. |
| ReservedInternal | 99 | 1 | Binary | Reserved for Cboe internal use. |
| NumberOfReturn Bitfields | 100 | 1 | Binary | Number of bitfields to follow. |
| ReturnBitfield¹ | 101 | 1 | Binary | Bitfield identifying fields to return. |
| … | ||||
| ReturnBitfieldᶯ | 1 | Binary | Last bitfield. | |
| Optional fields. . . |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage |
BA BA | Start of message bytes |
| MessageLength |
63 00 | 99 bytes |
| MessageType |
2B | Cancel Rejected |
| 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 |
| ClOrdID |
41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00 | ABC123 |
| CancelRejectReason |
4A | J |
| Text |
54 4F 4F 20 4C 41 54 45 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 | TOO LATE |
| ReservedInternal |
00 | Ignore |
| NumberOfReturn |
00 | No optional fields |
| Bitfields |