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Mass Cancel Acknowledgment Message Fields

A Mass Cancel Acknowledgment message is an unsequenced message sent when a Cancel Order or Purge Orders message requesting a mass cancellation has completed canceling all individual orders.

Multiple Mass Cancel Acknowledgment messages will be sent in response to Mass Cancel requests for multi-unit orders (MassCancelInst, 2nd character = I). An acknowledgment message will be sent for each matching unit followed by a final acknowledgment containing the total number of orders cancelled due to the purge request across all matching units. This final acknowledgment will have a SourceMatchingUnit value of 0.

Table 1. Mass Cancel Acknowledgment Message Fields
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 0x36
MatchingUnit51BinaryUnsequenced application message. Matching unit will be set to 0.
SequenceNumber64BinaryUnsequenced application. Message. Sequence number will be set to 0.
TransactionTime108DateTimeThe time the event occurred in the Cboe Matching Engine (not the time the message was sent).
MassCancelID1820TextCopied from the MassCancelID passed on the original Cancel Order or Purge Orders messages. This field corresponds to MassCancelID (7695) in Cboe FIX.
CancelledOrder Count384BinaryNumber of orders cancelled. This field corresponds to CancelledOrderCount (7696) in Cboe FIX.
ReservedInternal421BinaryReserved for Cboe internal use.
SourceMatchingUnit431Binary
  • Matching unit number on which orders were cancelled by Purge Orders. The default value of this field is '0' unless MassCancelInst, 2nd character = ‘I'.
  • This field corresponds to MatchingUnit (25017) in Cboe FIX.
Table 2. Mass Cancel Acknowledgment Message Example
Field NameHexadecimalNotes
StartOfMessage BAStart of message bytes.
MessageLength 29 0041 bytes
MessageType 36 Mass Cancel Acknowledgment
MatchingUnit 00Unsequenced Message, unit = 0
SequenceNumber 00 00 00 00Unsequenced Message, sequence = 0
TransactionTime E0 FA 20 F7 36 71 F8 111,294,909,373,757,324,000
MassCancelID 41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00ABC123
CancelledOrderCount 63 00 00 0099 orders were cancelled
ReservedInternal 00Ignore
SourceMatchingUnit 00
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