I was honestly surprised the NYSE/NASDAQ didn't step in and reverse the trades. They've done so in the past when automated trading systems went off the rails. I am glad they didn't do so, as such favoritism is completely unfair and sends a terrible message to HFT companies, but it was still surprising.
For highly efficient messages I'll bet they did bit packing, so it was probably only a single bit, which is why they'd want to reuse it rather than completely change the message format.
I've seen it done on a regular basis at a large financial institution. Like, so often that almost half the fields had a different meaning now or have dual purpose on some old systems.