Request for Quote Acknowledgment message is used in response to a Request for Quote message to either accept it or reject it.
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Tag | Name | Binary Type | Binary Length | Req | Enumeration | Description |
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| 9726 | SeqNum | uInt32 | 4 | Y |
| Sequence number assigned to this message. The max value is 999999999 which is 1 short of 1 billion. | | 39001 | UUID | uInt64 | 8 | Y |
| Matches Establish.UUID used to establish the connection. | | 58 | Text | String256 | 256 | N |
| Reject reason details. Used only for descriptive rejects. | | 5392 | SenderID | String20Req | 20 | Y |
| For futures and options markets: represents Operator ID. For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters. This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below: https://www.cmegroup.com/rulebook/files/cme-group-Rule-576.pdf In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact. | Info |
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This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex. |
| 9770 | ExchangeQuoteReqID | String17 | 17 | Y |
| CME Globex generated QuoteID. | | 1505 | PartyDetailsListReqID | uInt64 | 8 | Y |
| The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message. For pre-registered messages: - Unique ID from Party Details Definition Request Acknowledgment message
- PartyDetailsListRequestID≠0.
For on-demand messages: - If not registered beforehand through iLink then Party Details Definition Request message will be sent along with the business message and will immediately precede it
- PartyDetailsListRequestID=0.
| | 5979 | RequestTime | uIn64 | 8 | Y |
| Time (UTC) the request was received by the MSGW. UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision. | | 5297 | SendingTimeEpoch | uInt64 | 8 | Y |
| Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970. | 131 | QuoteReqID | uInt64 | 8 | Y |
| Unique identifier for Quote Request message. | | 9537 | Location | String5Req | 5 | Y |
| ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message. The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China). The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec). For valid values, refer to https://www.cmegroup.com/ftp/fix/coo/. Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted. | Info |
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This field is optional for EBS Market and eFIX Matching Service instruments. |
| 300 | QuoteRejectReason | uInt16NULL | 2 | N | 1=Unknown symbol (security)
2=Exchange (Security) closed
3=Quote request exceeds limit
5=Unknown quote
6=Duplicate quote
7=Invalid bid/ask spread
8=Invalid price
9=Not authorized to quote security
20=Too many rejects and cancel Product Code*
98=Market maker protection*
99=Missing account number or 'other' reason*
*CME defined value | Contains reason (error code) the corresponding Request for Quote message has been rejected. | | 5904 | DelayDuration | uInt16NULL | 2 | N |
| Not currently being used. | 297 | QuoteStatus | QuoteAckStatus | 1 | Y | | Indicates acceptance or rejection. | | 1028 | ManualOrderIndicator | ManualOrdIndReq | 1 | Y | | Indicates if the message was initially received manually. '0' indicates the message was generated by automated trading logic. iLink messages containing a value other than '0' or '1' in this tag will be rejected. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems. https://www.cmegroup.com/rulebook/files/cme-group-Rule-536-B-Tag1028.pdf | | 9553 | SplitMsg | SplitMsg | 1 | N | - 0=Split Msg Delayed
- 1=Out of Order Msg Delayed
- 2=Complete Msg Delayed
| Indicates if a message was delayed as a result of: - being split among multiple packets (0)
- TCP re-transmission (1)
- due to a previously submitted split or out of order message (2).
If absent then the message was not delayed, split, or received out of order. | | 9765 | PossRetransFlag | BooleanFlag | 1 | Y | | Flags message as possible retransmission or duplicate Indicates if message is an original transmission or duplicate in response to Retransmission Request or possible duplicate Used when original messages are interleaved with Retransmission responses Possible duplicate means the same message may have been sent again with different sequence number | | 7552 | DelayToTime | uInt64NULL | 8 | N |
| Indicates the amount of time in nanoseconds that a message was subject to additional processing as a result of being: - split among multiple packets (tag 9553=0)
- out-of-order (tag 9553=1)
- a previously submitted split message (tag 9553=2)
Subtracting this number from tag 60-TransactTime will represent original received time of in-flight message. |
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