Order Cancelled Message Fields
An order has been cancelled. Permitted return optional fields are described in Order Cancelled.
| 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 |
0x2A |
| 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 | The 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. | |
| Optional fields. . . |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage |
BA BA | Start of message bytes |
| MessageLength |
48 00 | 72 bytes |
| MessageType |
2A | Order Cancelled |
| 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 |
| CancelReason |
55 | U = User Requested |
| ReservedInternal |
00 | Ignore |
| NumberOfReturn Bitfields |
05 | Five bitfields to follow |
| ReturnBitfield1 |
00 | No fields from byte 1 |
| ReturnBitfield2 |
00 | No fields from byte 2 |
| ReturnBitfield3 |
06 | ClearingFirm, ClearingAccount |
| ReturnBitfield4 |
00 | No fields from byte 4 |
| ReturnBitfield5 |
01 | OrigClOrdID |
| ClearingFirm |
54 45 53 54 | TEST |
| ClearingAccount |
31 32 33 34 | 1234 |
| OrigClOrdID |
41 42 43 31 32 31 00 00 00 00 00 00 00 00 00 00 00 00 00 00 | ABC121 |