Cross Order Rejected Message Fields (C1 and EDGX Only)
Cross Order Rejected messages are sent in response to a New Order Cross and New Order Cross Multileg messages which must be rejected. This message corresponds to a FIX Execution Report with ExecType (150) = 8 (Rejected). Order Rejected messages are unsequenced.
Permitted return optional fields are described in Cross Order Rejected (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 |
0x44 |
| 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). |
| CrossID | 18 | 20 | Text | Echoed back from the original order. |
| OrderRejectReason | 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 |
59 00 | 89 bytes |
| MessageType |
44 | Cross Order 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 |
41 | A |
| Text |
53 65 72 69 65 73 20 6E 6F 74 20 63 75 72 72 65 6E 74 6C 79 20 74 72 61 64 69 6E 67 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 | Series not currently trading |
| ReservedInternal |
00 | Ignore |
| NumberOfReturn Bitfields |
02 | Two bitfields to follow |
| ReturnBitfield1 |
00 | No bitfields from byte 1 |
| ReturnBitfield2 |
01 | Symbol |
| Symbol |
30 30 51 30 6B 41 00 00 | 00Q0kA |