Can I Back Out of A Sheriff's Sale

[Sam Adam]

Beginner's "bad luck"! My first ever purchase. I purchased a residential property in Ohio and made down payment after winning the auction.  I just learned that that house actually had caught fire and they had demolished the property and it is only land. What can I do? What are the options I have. I have not contacted sheriff's office but plan to do it soon. Please help...I am already stressed and worried if I should do a stop payment on my down payment check (not cleared yet). Sale is not final yet (30 days wait period). Any help appreciated!