Purge Rejected Message Fields
A Purge Rejected message is sent in response to a Purge Orders message to indicate that the mass cancellation cannot occur. Purge Rejected messages are unsequenced.
Permitted return bitfields are described in Purge 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 |
0x48 |
| 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). |
| PurgeRejectReason | 18 | 1 | Text |
|
| Text | 19 | 60 | Text | Human readable text with more information about the reject reason. |
| ReservedInternal | 79 | 1 | Binary | Reserved for Cboe internal use. |
| NumberOfReturnBitfields | 80 | 1 | Binary | Number of bitfields to follow. |
| ReturnBitfield1 | 81 | 1 | Binary | Bitfield identifying fields to return. |
| … | ||||
| ReturnBitfieldn | 1 | Binary | Last bitfield. | |
| Optional fields. . . |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage |
BA BA | Start of message bytes. |
| MessageLength |
72 00 | 114 bytes |
| MessageType |
48 | Purge Rejected |
| 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 |
| PurgeRejectReason |
41 | A |
| Text |
41 44 4D 49 4E 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 00 00
00 00 00 00 00 00 00 00 00 00 | ADMIN |
| ReservedInternal |
00 | Ignore |
| NumberOfReturn Bitfields |
0F | 15 bitfields to follow |
| ReturnBitfield1 |
00 | No fields from byte 1 |
| ReturnBitfield2 |
00 | No fields from byte 2 |
| ReturnBitfield3 |
00 | No fields from byte 3 |
| ReturnBitfield4 |
00 | No fields from byte 4 |
| ReturnBitfield5 |
00 | No fields from byte 5 |
| ReturnBitfield6 |
00 | No fields from byte 6 |
| ReturnBitfield7 |
00 | No fields from byte 7 |
| ReturnBitfield8 |
00 | No fields from byte 8 |
| ReturnBitfield9 |
00 | No fields from byte 9 |
| ReturnBitfield10 |
00 | No fields from byte 10 |
| ReturnBitfield11 |
00 | No fields from byte 11 |
| ReturnBitfield12 |
00 | No fields from byte 12 |
| ReturnBitfield13 |
00 | No fields from byte 13 |
| ReturnBitfield14 |
00 | No fields from byte 14 |
| ReturnBitfield15 |
08 | MassCancelID |
| MassCancelID |
54 45 53 54 00 00 00 00 00 00
00 00 00 00 00 00 00 00 00 00 | TEST |