Designated as a 'thin ack' because one tag group is sent indicating all requests submitted from the client in the message to CME Globex have been denied.
Tag | FIX Name | Req | Type | Description |
|---|---|---|---|---|
297 | QuoteAckStatus | Y | Int (2) | 5=Rejected |
117 | QuoteID | Y* | String (10) | Tag 117 - QuoteID of the corresponding Quote Cancel message. |
300 | QuoteRejectReason | Y* | 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) | '0' (All Cancellations failed). |
58 | Text | Y* | String (150) | This tag contains the reason (error text) why the corresponding Quote Cancel message has been rejected. |
Y = FIX required Y* = CME Group required N = Not required