Designated as a 'fat ack' because one tag group is sent for each denied request submitted from the client in the message to CME Globex.
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 Acknowledgement messages. |
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