Auction Cancel
Auction Cancel messages are used to disseminate the cancellation of an earlier Auction Notification message as a result of a user cancellation of the original complex auction, a user modification request to change the complex auction price or increase the original complex auction quantity, a fading of the NBBO or to cancel any remaining complex auction quantity from the original Auction Notification following the complex auction termination.
A user request to modify the complex auction price or to increase the original complex auction quantity will result in a cancellation of the complex auction followed by a new Auction Notification message. Auction Cancel messages will not be issued for complex auction quantity decrements.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0xAE | Auction Cancel Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Auction ID | 6 | 8 | Binary | Day specific identifier assigned to this auction |
| Total Length=14 bytes | ||||