Cross Order Acknowledgment Message Fields (C1 and EDGX Only)
Cross Order Acknowledgment messages are sent in response to New Order Cross and New Order Cross Multileg messages. The message corresponds to a FIX Execution Report with ExecType (150) = 0 (New). In FIX, multiple execution reports could be generated from one new cross order message.
Per the instructions given in a Return Bitfields Parameter Group on the Login Request message (see Login Request Message Fields), optional fields may be appended to echo back information provided in the original New Order Cross message. Fields which have been requested to be echoed back but which were not filled in will still be sent, but filled with binary zero (0x00).
In each repeating group, the ClOrdID and OrderId are always returned. Beyond that, the bits specified in the optional return bitfields parameter group control which fields are returned. Any fields that appear in the repeating groups will not appear in the optional fields that come after the repeating groups.
Permitted return optional fields are described in Cross Order Acknowledgment (C1 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 |
0x43 |
| MatchingUnit | 5 | 1 | Binary | The matching unit which created this message. Matching units in BOE correspond to matching units on Multicast PITCH. |
| SequenceNumber | 6 | 4 | Binary | The sequence number for this message. Distinct per matching unit. |
| TransactionTime | 10 | 8 | DateTime | The time the event occurred in the Cboe Matching Engine (not the time the message was sent). |
| CrossID | 18 | 20 | Text | Corresponds to CrossID (548) in Cboe FIX. Echoed back from the original order. |
| AuctionId | 38 | 8 | Binary | Corresponds to AuctionId (9370) in Cboe FIX. Auction order identifier supplied by Cboe. This identifier corresponds to the identifiers used in Cboe market data products. |
| ReservedInternal | 46 | 1 | Binary | Reserved for Cboe internal use. |
| NumberOfReturnBitfields | 47 | 1 | Binary | Number of bitfields to follow. |
| ReturnBitfield¹ | 48 | 1 | Binary | Bitfield identifying fields to return. |
| … | ||||
| ReturnBitfieldᶯ | 1 | Binary | Last bitfield. | |
| GroupCnt | 2 | Binary | Number of order allocations represented by repeating groups included in this message. | |
| Repeating Groupsof… | ||||
| ClOrdId | 20 | Text | Echoed back from the original order. | |
| OrderId | 8 | Binary | OrderId assigned by the matching engine. | |
| 1 | Alphanumeric | See List of Optional Fields. | |
| 4 | Binary | See List of Optional Fields. | |
| 1 | Alpha | See List of Optional Fields. | |
| 1 | Alphanumeric | See List of Optional Fields. | |
| 4 | Alpha | See List of Optional Fields. | |
| 16 | Text | See List of Optional Fields. | |
| 4 | Binary | See List of Optional Fields. | |
| 4 | Text | See List of Optional Fields. | |
| Optional fields. . . | Optional fields as set in the bitmap. Note, optional fields that occur in the repeating groups appear above, repeating per group, not within this block. |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage |
BA BA | Start of message bytes. |
| MessageLength |
91 00 | 145 bytes |
| MessageType |
43 | Cross Order Acknowledgment |
| MatchingUnit |
02 | Matching Unit 2 |
| SequenceNumber |
01 00 00 00 | Sequence number 1 |
| TransactionTime |
E0 FA 20 F7 36 71 F8 11 | 1,294,909,373,757,324,000 |
| CrossID |
4E 5A 31 56 37 42 4A 5F 41 63
63 65 70 74 42 75 79 00 00 00 | NZ1V7BJ_AcceptBuy |
| AuctionId |
01 C0 91 A2 94 AB 78 04 | 2G4GYK000001 (base 36) |
| ReservedInternal |
00 | Ignore |
| NumberOfReturn Bitfields |
02 | Two bitfields to follow |
| ReturnBitfield1 |
00 | No bitfields from byte 1 |
| ReturnBitfield2 |
41 | Symbol, Capacity |
| GroupCnt |
03 00 | Three repeating groups to follow |
| ClOrdID |
4E 5A 31 56 37 47 4E 5F 61 67
65 6E 63 79 00 00 00 00 00 00 | NZ1V7GN_agency |
| OrderID |
02 C0 91 A2 94 AB 78 04 | 2G4GYK000002 (base 36) |
| Capacity |
43 | C = Customer |
| ClOrdID |
4E 5A 31 56 37 4B 46 5F 63 6F
6E 74 72 61 31 00 00 00 00 00 | NZ1V7KF_contra1 |
| OrderID |
03 C0 91 A2 94 AB 78 04 | 2G4GYK000003 (base 36) |
| Capacity |
46 | F = Firm |
| ClOrdID |
4E 5A 31 56 37 4E 48 5F 63 6F
6E 74 72 61 32 00 00 00 00 00 | NZ1V7NH_contra2 |
| OrderID |
04 C0 91 A2 94 AB 78 04 | 2G4GYK000004 (base 36) |
| Capacity |
46 | F = Firm |
| Symbol |
30 30 51 30 6B 41 00 00 | 00Q0kA |