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Repeating groups are designated within the message by the (→) symbol.
Tag | FIX Name | Req | Type | Description |
---|---|---|---|---|
297 | QuoteAckStatus | Y | Int (2) | 1=Cancel per instrument accepted 3=Cancel per Instrument Group accepted 4=Cancel All accepted 5=Rejected |
117 | QuoteID | Y* | String (10) | Tag 117 - QuoteID of the corresponding Quote Cancel message. |
300 | QuoteRejectReason | N | Int (2) | This tag contains the reason (error code) why the corresponding Quote Cancel message has been rejected. |
1028 | ManualOrderIndicator | Y* | Boolean(1) | Y=manual N=automated |
9774 | CancelledSymbol | Y* | String (2) | Instrument Group of the contract being cancelled. |
9772 | NoProcessedEntries | Y* | Int (5) | Number of quotes successfully cancelled. |
9775 | UnsolicitedCancelType | N | Char (1) | Type of cancel acknowledged (A-F) if cancel initiated by the CME Globex platform. See Unsolicited Cancel |
58 | Text | N | String (150) | This tag contains the reason (error text) why the corresponding Quote Cancel message has been rejected. |
304 | TotQuoteEntries | Y* | Int (3) | Always identical to tag 295-NoQuoteEntries. |
295 | NoQuoteEntries | Y | Int (3) | The number of invalid cancels. |
→299 | QuoteEntryID | Y* | String (10) | This tag contains the QuoteEntryID of the quote that failed to be cancelled or 'CME' if the quote could not be found (e.g. attempt to cancel an invalid contract). |
→55 | Symbol | N | String (6) | Instrument Group of the quote that failed to be cancelled. |
→107 | SecurityDesc | N | String (20) | Contract of the quote that failed to be cancelled, i.e. ESV4 C1115. |
→167 | SecurityType | N | String (3) | 'OPT' or 'FUT' |
→48 | SecurityID | Y* | Int (12) | Identifies class or source of the tag 38-SecurityID value. 8=Exchange symbol. |
→22 | SecurityIDSource | N | String (1) | Always '4' |
→368 | QuoteEntryRejectReason | Y* | Int (2) | This tag contains the reason (error code) why the cancellation failed. |
Y = FIX required Y* = CME Group required N = Not required