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 auction, a user modification request to change the auction price or increase the original auction quantity, or to cancel any remaining auction quantity from the original Auction Notification following an auction termination.

A user request to modify the auction price or to increase the original auction quantity will result in a cancellation of the auction followed by a new Auction Notification message. Auction Cancel messages will not be issued for auction quantity decrements.

Table 1. Auction Cancel
Field NameOffsetLengthType/(Value)Description
Length01BinaryLength of this message including this field
Message Type110xAE Auction Cancel Message
Time Offset24Time OffsetNanosecond offset from last unit timestamp
Auction ID68BinaryDay specific identifier assigned to this auction
Total Length=14 bytes
Cboe Titanium U.S. Options FLEX Feed Specification - Auction Cancel | Cboe