The following tags are associated with this positive acknowledgment (3 Tiers-Fat Ack).
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Tag | FIX Name | Req | Type | Description | ||
|---|---|---|---|---|---|---|
131 | QuoteReqID | N | String (23) | Same as tag 131-QuoteReqID from the corresponding Mass Quote message. | ||
297 | QuoteAckStatus | Y | Int (2) | '0' (accepted) | ||
117 | QuoteID | Y* | String (10) | Tag 117-QuoteID of the corresponding Mass Quote message. | ||
300 | QuoteRejectReason | N | Int (2) | Contains reason (error code) the corresponding Mass Quote message has been rejected. When this tag is returned, all quotes in the corresponding Mass Quote message have been rejected. | ||
9771 | MMAcounts | Y* | String (12) | Tag 9771-MMAccount of the corresponding Mass Quote message.
| ||
9772 | NoProcessedEntries | Y* | Int (5) | Number of quotes that have been accepted from the corresponding Mass Quote message. | ||
9773 | MQProtectionReset | N | Char (1) | This tag is sent and set to 'Y' on the first quote acknowledgment sent after the Mass Quoting Protection has been reset by CME Globex platform. | ||
58 | Text | N | String (150) | Contains reason (error text) the corresponding Mass Quote message has been rejected. | ||
296 | NoQuoteSets | Y* | Int (3) | Number of sets containing rejected quotes (>0). | ||
→302 | QuoteSetID | Y* | String (3) | Tag 302-QuoteSetID containing invalid quotes in the corresponding Mass Quote message. | ||
→304 | TotQuoteEntries | Y* | Int (3) | Always identical to tag 295-NoQuoteEntries. | ||
→295 | NoQuoteEntries | Y* | Int (3) | The number of invalid quotes for this underlying contract (QuoteSet). | ||
→→299 | QuoteEntryID | Y* | String (10) | Uniquely identifies a quote (and option contract).
| ||
→→55 | Symbol | N | String (6) | Product Code of the contract. | ||
→→107 | SecurityDesc | N | String(20) | Contract description i.e. GE0H5 C980 | ||
→→167 | SecurityType | N | String (3) | 'OPT' or 'FUT' | ||
→→48 | SecurityID | Y* | Int (12) | Identifier of the instrument defined in tag 107. | ||
→→22 | SecurityIDSource | N | Char (1) | Identifies class or source of the tag 48-SecurityID value. 8=Exchange symbol. | ||
→→368 | QuoteEntryRejectReason | Y* | Int (2) | This tag contains the reason (error code) why the quote has been rejected. |
Y = FIX required Y* = CME Group required N = Not required
Reject Codes - Tag 368-QuoteLevelReject
If a positive acknowledgment contains quotes rejected at the quote level (e.g. due to price banding - error code = 8, invalid price), the reject reason is contained in tag 368-QuoteRejectReason in the 3rd tier. Tag 9772-NoProcessedEntries in the 1st tier contains the number of accepted quotes.
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See Tag 368-QuoteEntryRejectReason for the codes.
Common Rejection Scenarios
The following table contains the most common price and validation scenarios in which the CME Globex platform rejects quotes at the quote level.
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