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Purge Notification Message Fields

When the Acknowledgment Style of MassCancelInst on a Purge Request message is A, one Purge Notification message will be sent to an order entry port for each matching unit that had orders from that port cancelled.

Table 1. Purge Notification Message Fields
TagField NameDescription
35Standard Message HeaderMsgType = 8
128DeliverToCompIdIdentifies end-client EFID that was used to filter the purge, if it was used. If EFID was not used to filter the purge, this field will not be present.
52SendingTimeGMT date-time that execution report was sent by Cboe.
60TransactTimeGMT date-time that the system handled the purge request.
150ExecType
  • Reason for this execution report:
  • P = Purge Notification
7695MassCancelIDCopied from original Purge Request message.
7696CancelledOrderCountNumber of orders cancelled by the Purge Request message on the specified matching unit that originated on this port.
25017MatchingUnitMatching unit number on which orders were cancelled by the purge.
55SymbolCopied from original Purge Request message, if present.
7697LockOut
  • Reported back with the following possible values.
  • Y = Lockout
  • N = No Lockout
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Cboe Titanium U.S. Options FIX Specification - Purge Notification Message Fields | Cboe