Purge Notification Message Fields
A Purge Notification message is an unsequenced message sent when the Acknowledgement Style of a Purge Request is A. One Pure Notification message is sent for each matching unit that cancelled orders for that order entry port.
Permitted return bitfields are described in Purge Notification.
| 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 |
0x63 |
| 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 that the mass cancel was completed in the matching engine. |
| MassCancelID | 18 | 20 | Text | Copied from the MassCancelID passed on the original Cancel Order or Purge Orders. This field corresponds to MassCancelID (7695) in Cboe FIX. |
| CancelledOrder Count | 38 | 4 | Binary | Number of orders cancelled from the specified matching unit that originated on this port. This field corresponds to CancelledOrderCount (7696) in Cboe FIX. |
| SourceMatchingUnit | 42 | 1 | Binary | The matching unit on which the orders were cancelled. This field corresponds to MatchingUnit (25017) in Cboe FIX. |
| ClearingFirm | 43 | 4 | Alpha | EFID used to filter the purge. If EFID was not used, this will be blank. This field corresponds to OnBehalfOfCompId (115) in Cboe FIX. |
| RiskRoot | 47 | 6 | Text | Copied from original Purge Orders, if present. This field corresponds to Symbol (55) in Cboe FIX. |
| MassCancelLockOut | 53 | 1 | Alpha |
|
| ReservedInternal | 54 | 1 | Binary | Reserved for Cboe internal use. |
| NumberOfReturnBitfields | 55 | 1 | Binary | Number of bitfields to follow. |
| ReturnBitfield | 56 | 1 | Binary | Bitfield identifying fields to return. |
| Optional fields. . . |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage |
BA | Start of message bytes. |
| MessageLength |
38 00 | 56 bytes |
| MessageType |
63 | Purge Notification |
| MatchingUnit |
00 | 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 |
| MassCancelID |
41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00 | ABC123 |
| CancelledOrderCount |
63 00 00 00 | 99 orders were cancelled |
| SourceMatchingUnit |
03 | Matching Unit 3 |
| ClearingFirm |
54 45 53 54 | TEST |
| RiskRoot |
4D 53 46 54 00 00 | MSFT |
| MassCancelLockOut |
31 | Y = lockout |
| ReservedInternal |
00 | Ignore |
| NumberOfReturnBitfields |
0 | 0 |