Order Rejected Message Fields
Order Rejected messages are sent in response to a New Order message 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 Order Rejected.
| 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 |
0x26 |
| 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). |
| ClOrdID | 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 |
85 00 | 133 bytes |
| MessageType |
26 | 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 |
44 | D |
| Text |
44 75 70 6C 69 63 61 74 65 20 43 6C 4F 72 64 49 44 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 00 00 00 00 00 00 00 00 00 00 00 | Duplicate ClOrdID |
| ReservedInternal |
00 | Ignore |
| NumberOfReturn Bitfields |
04 | Four bitfields to follow |
| ReturnBitfield1 |
00 | No bitfields from byte 1 |
| ReturnBitfield2 |
01 | Symbol |
| ReturnBitfield3 |
06 | ClearingFirm, ClearingAccount |
| ReturnBitfield4 |
0F | MaturityDate, StrikePrice, PutOrCall, OpenClose |
| Symbol |
54 4E 44 4D 00 00 00 00 | TNDM |
| ClearingFirm |
54 45 53 54 | TEST |
| ClearingAccount |
00 00 00 00 | (empty) |
| MaturityDate |
EF DB 32 01 | 2011-03-19 |
| StrikePrice |
98 AB 02 00 00 00 00 00 | 17.50 |
| PutOrCall |
31 | 1 = Call |
| OpenClose |
4F | O = Open |