Complex Instrument Rejected Message Fields (C1, C2, and EDGX Only)
The Complex Instrument Rejected message is used to indicate that a requested complex strategy has been rejected. Complex Instrument Rejected messages are unsequenced.
Permitted return bitfields are described in Complex Instrument Rejected (C1, C2, and EDGX Only ).
| 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 | 0x4E |
| 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 | Echoed back from the original request. |
| OrderRejectReason | 38 | 1 | Text |
|
| Text | 39 | 60 | Text | Human readable text with more information about the reject reason. |
| NoOfSecurities | 99 | 4 | Binary | Indicates the number of securities created by the member in this trading session. |
| ReservedInternal | 103 | 1 | Binary | Reserved for Cboe internal use. |
| NumberOfReturn Bitfields | 104 | 1 | Binary | Number of bitfields to follow. |
| ReturnBitfield¹ | 105 | 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 | 67 00 | 103 bytes |
| MessageType | 4E | Complex Instrument Rejected |
| MatchingUnit | 0 | 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 |
| OrderRejectReason | 44 | D |
| Text | 44 75 70 6C 69 63 61 74 65 20 43 6C 4F 72 64 49 44 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 | Duplicate ClOrdID |
| NoOfSecurities | 04 00 00 00 | Four complex strategies created by sender |
| ReservedInternal | 00 | Ignore |
| NumberOfReturn Bitfields | 00 | No bitfields follow |