Mass Quotes - Positive Acknowledgment Accept All - 1 Tier-Thin Ack
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 accepted.
Tag | FIX Name | Req | Binary Type | Description |
|---|---|---|---|---|
9774 | CancelledSymbol | Y | StringLength6 | Instrument Group of the contract being cancelled. |
117 | QuoteID | Y | uInt32 | Tag 117 - QuoteID of the corresponding Quote Cancel message. |
1028 | ManualOrderIndicator | Y | Boolean(1) | Client system generated identifier of the message. Must be unique per mass quote message per trading session. |
297 | QuoteAckStatus | Y |
QuoteCxlStatus | 1=Cancel per instrument accepted 3=Cancel per Instrument Group accepted 4=Cancel All accepted |
9772 | NoProcessedEntries | Y | uInt32 | Number of quotes successfully cancelled. |
9775 | UnsolicitedCancelType | N | CharNULL | Type of cancel acknowledged (A-F) if cancel initiated by the CME Globex platform. See Unsolicited Cancel Acknowledgment messages. |
Y = Required N = Not required