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The 'thin' (one-tier) Quote Cancel Acknowledgment message provides users with positive or negative acknowledgment of the processing status for each Quote Cancel message, i.e. all accepted/all rejected. The 'fat' (two-tier) Quote Cancel Acknowledgment message contains the number of successfully processed cancellations and a list of rejected cancellations.

Info
title

Useful Information

Accepted cancellations are not listed in the acknowledgment.

The following custom FIX tags are implemented for the Quote Cancel Acknowledgment message to support quote cancellation.

Tag

FIX Name

Description

9772

NoProcessedEntries

If response to Quote Cancel message: number of quotes successfully cancelled.

9775

UnsolicitedCancelType

Type of cancel acknowledged (A-F) if cancel initiated by CME Globex platform,
see Mass Quotes - Unsolicited Cancel Acknowledgment Messages.

9774

CancelledSymbol

Product Code being cancelled.

The following describe the specifications for the three Quote Cancel Acknowledgment (tag 35-MsgType=b) message formats.

  1. Positive acknowledgment with all cancels accepted 1 tier-thin ack

  2. Positive acknowledgment with some/all cancels rejected 2 tiers-fat ack

  3. Negative acknowledgment with all cancels rejected 1 tier-thin ack