Order Acknowledgment Message Fields
Order Acknowledgment messages are sent in response to New Order and New Complex Order messages. The message corresponds to a FIX Execution Report with ExecType (150) = 0 (New).
Per the instructions given in a Return Bitfields Parameter Group on the
Login Request (see Login Request Message Fields), optional fields may be appended to echo back information provided in the original
New Order 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).
Permitted return optional fields are described in Order Acknowledgment.
| 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 |
0x25 |
| 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). |
| ClOrdID | 18 | 20 | Text | Echoed back from the original order. |
| OrderID | 38 | 8 | Binary |
|
| 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. | |
| Optional fields. . . |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage |
BA BA | Start of message bytes. |
| MessageLength |
4E 00 | 78 bytes |
| MessageType |
25 | Order Acknowledgment |
| MatchingUnit |
03 | Matching Unit 3 |
| SequenceNumber |
64 00 00 00 | Sequence number 100 |
| 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 |
| OrderID |
05 10 1E B7 5E 39 2F 02 | 171WC1000005 (base 36) |
| ReservedInternal |
00 | Ignore |
| NumberOfReturn Bitfields |
03 | Three bitfields to follow |
| ReturnBitfield1 |
00 | No bitfields from byte 1 |
| ReturnBitfield2 |
41 | Symbol, Capacity |
| ReturnBitfield3 |
05 | Account, ClearingAccount |
| Symbol |
31 32 33 61 42 63 00 00 | 123aBc |
| Capacity |
50 | P = Principal |
| Account |
41 42 43 00 00 00 00 00 00 00 00 00 00 00 00 00 | ABC |
| ClearingAccount |
00 00 00 00 |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage |
BA BA | Start of message bytes. |
| MessageLength |
2E 00 | 46 bytes |
| MessageType |
25 | Order Acknowledgment |
| MatchingUnit |
03 | Matching Unit 3 |
| SequenceNumber |
64 00 00 00 | Sequence number 100 |
| 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 |
| OrderID |
05 10 1E B7 5E 39 2F 02 | 171WC1000005 (base 36) |
| ReservedInternal |
00 | Ignore |
| NumberOfReturn Bitfields |
00 | No bitfields to follow |