Mass Quotes - Negative Acknowledgment Reject 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 denied.
Tag | FIX Name | Req | Binary Type | Description |
|---|---|---|---|---|
58 | Text | Y | String256 | This tag contains the reason (error text) why the corresponding Quote Cancel message has been rejected. |
9774 | CancelledSymbol | Y | StringLength6 | Instrument Group of the contract being cancelled. |
117 | QuoteID | Y | uInt32 | Tag 117 - QuoteID of the corresponding Quote Cancel message. |
300 | QuoteRejectReason | Y | uInt16NULL | This tag contains the reason (error code) why the corresponding Quote Cancel message has been rejected. |
1028 | ManualOrderIndicator | Y | Boolean(1) | Y=manual |
297 | QuoteAckStatus | Y | QuoteCxlStatus | 5=Rejected |
9772 | NoProcessedEntries | Y | uInt32 | '0' (All Cancellations failed). |
Y = Required N = Not required