Cross Order Cancelled Message Fields (C1 and EDGX Only)
A New Order Cross message has been cancelled. Individual order allocations from the original New Order Cross and New Order Cross Multileg message will be echoed back in the repeating groups.
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 Cancelled (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 |
0x46 |
| 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 | The cross order which was cancelled. |
| CancelReason | 38 | 1 | Text |
|
| ReservedInternal | 39 | 1 | Binary | Reserved for Cboe internal use. |
| NumberOfReturn Bitfields | 40 | 1 | Binary | Number of bitfields to follow. |
| ReturnBitfield¹ | 41 | 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 | Copied from original cross order. | |
| OrderID | 8 | Binary | The order id of the cross order that was cancelled. | |
| 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 |
8A 00 | 138 bytes |
| MessageType |
46 | Cross Order Cancelled |
| 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 |
| ClOrdID |
4E 5A 31 56 37 42 4A 5F 41 63 63 65 70 74 42 75 79 00 00 00 | NZ1V7BJ_AcceptBuy |
| CancelReason |
55 | U = User Requested |
| ReservedInternal |
00 | Ignore |
| NumberOfReturn Bitfields |
02 | Two bitfields to follow |
| ReturnBitfield1 |
00 | No fields from byte 1 |
| ReturnBitfield2 |
41 | Symbol, Capacity |
| GroupCnt |
03 00 | Two 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 |
| ClOrderID |
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 |