Quote Update Rejected Message Fields
Quote Update Rejected messages are sent in response to Quote Update and Complex Quote Update messages when the entire quote block is rejected by the order handler. No existing quotes are updated or cancelled as a result.
| 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 | 0x58 |
| 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). |
| QuoteUpdateID | 18 | 16 | Text | Echoed back from the Quote Update or Complex Quote Update request. |
| QuoteRejectReason | 34 | 1 | Text |
|
| Reserved | 35 | 17 | Binary | Reserved for future expansion. Filled with 0. |
| Field Name | Hexadecimal | Notes |
|---|---|---|
| StartOfMessage | BA BA | Start of message bytes |
| MessageLength | 32 00 | 50 bytes |
| MessageType | 58 | Quote Update 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 |
| QuoteUpdateID | 41 42 43 31 32 33 00 00 00 00 00 00 00 00 00 00 00 00 00 00 | ABC123 |
| QuoteRejectReason | 4D | M = symbols not on same matching engine |
| Reserved | 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 | Reserved |