Sign In
View Entire Document

Floor Trade Confirmation Rejected Message Fields (C1 Only)

The Floor Trade Confirmation Rejected message is used to indicate that a requested Floor Trade Confirmation message has been rejected. Floor Trade Confirmation Rejected messages are unsequenced.

Table 1. Floor Trade Confirmation Rejected Message Fields (C1 Only)
FieldOffsetLengthData TypeDescription
StartOfMessage02BinaryMust be 0xBA 0xBA.
MessageLength22BinaryNumber of bytes for the message, including this field but not including the two bytes for the StartOfMessage field.
MessageType41Binary 0x5E
MatchingUnit51BinaryAlways 0.
SequenceNumber64BinaryUnsequenced application message. Sequence number will be set to 0.
ClOrd1020TextEchoed back from the original request.
ExecID308BinaryEchoed back from the original request.
Symbol388Alphanumeric
  • Corresponds to Symbol (55) in Cboe FIX.
  • Entire Cboe format symbol or OSI symbol if using long format.
PutOrCall461Alphanumeric
  • Corresponds to PutOrCall (201) in Cboe FIX.
  • 0 = Put
  • 1 = Call
  • NULL (0x00) filled if using Cboe format symbol.
StrikePrice478Binary Price
  • Corresponds to StrikePrice (202) in Cboe FIX.
  • Strike Price for option, 0 - 999,999.99
  • NULL (0x00) filled if using Cboe format symbol.
MaturityDate554Date
  • Corresponds to MaturityMonth (200) and MaturityDay (205) in Cboe FIX.
  • NULL (0x00) filled if using Cboe format symbol.
TransactionTime598DateTimeEchoed back from the original request.
PriceType671Alphanumeric
  • Corresponds to PriceType (423) in Cboe FIX.
  • 2 = (Default) Price per unit (contract)
Reserved6815ReservedReserved
RejectText8360TextHuman readable text with more information about the reject reason.
Table 2. Floor Trade Confirmation Rejected Message Example
Field NameHexadecimalNotes
StartOfMessage BA BAStart of message bytes.
MessageLength 8D 00141 bytes
MessageType 5E Floor Trade Confirmation Rejected
MatchingUnit 00Always 0 for inbound messages
SequenceNumber 00 00 00 00Unsequenced message, sequence = 0
ClOrdID 41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00ABC123
ExecID 00 00 00 00 00 00 00 00
Symbol 30 30 36 69 70 41 00 00006ipA
PutorCall 00
StrikePrice 00 00 00 00 00 00 00 00
MaturityDate 00 00 00 00
TransactionTime 68 23 4A 8B 27 12 B4 151,563,894,931,654,321,000
PriceType 32 2 = Price per unit
Reserved 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00Reserved
RejectText 41 3A 20 45 78 65 63 49 64 3A 20 45 78 65 63 75 74 69 6F 6E 49 64 20 65 6D 70 74 79 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 00A: ExecId: ExecutionId empty
PreviousNext
Cboe Titanium U.S. Options BOE Specification - Floor Trade Confirmation Rejected Message Fields (C1 Only) | Cboe