Message Type IF - Futures Trade Cancellation A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade. A cancellation message is followed by a Future Summary message (message type NF) which will reflect the corrected market. Field Name L= 47 T Definition / Validation Rules Message Header 11 Refer to paragraph “2.2” Exchange ID 1 A Refer to Field Description “Exchange ID” Symbol Root 6 A Symbol for the Future series Expiry Year 2 N Last two digits of the expiry year of the future Expiry Month 1 A Expiry month of the future Expiry Day 2 N Expiry day of the future Corporate Action 1 A Refer to Field Description Action “Corporate Marker” Number of contracts being cancelled Volume 8 N Refer to Field Description “Indicator Code” Price at which the transaction took place. Trade Price 8 X Refer to Field Description Indicator “Fraction Code” Time of the futures trade Stamp Time 6 N HHMMSS Price Indicator Identifies the type of transaction. 1 X Marker Refer to Field Description Indicator “Price Marker” Message Type IS - Strategy Trade Cancellation A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade. A cancellation message is followed by a Strategy Summary message (message type NS) which will reflect the corrected market.
Message Type IF - Futures Trade Cancellation A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade. A cancellation message is followed by a Future Summary message (message type NF) which will reflect the corrected market. Field Name L= 47 T Definition / Validation Rules Message Header 11 Refer to paragraph “2.2” Exchange ID 1 A Refer to Field Description “Exchange ID” Symbol Root 6 A Symbol for the Future series Expiry Year 2 N Last two digits of the expiry year of the future Expiry Month 1 A Expiry month of the future Expiry Day 2 N Expiry day of the future Corporate Action 1 A Refer to Field Description “Corporate Action Marker” Volume 8 N Number of contracts being cancelled Refer to Field Description “Indicator Code” Trade Price 8 X Price at which the transaction took place. Refer to Field Description “Fraction Indicator Code” Stamp Time 6 N Time of the futures trade HHMMSS Price Indicator Marker 1 X Identifies the type of transaction. Refer to Field Description “Price Indicator Marker” Message Type IS - Strategy Trade Cancellation A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade. A cancellation message is followed by a Strategy Summary message (message type NS) which will reflect the corrected market.