Mass Quotes - Positive Acknowledgment with Some or All Rejected - 2 Tier-Fat Ack
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 | 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 | N | uInt16NULL | This tag contains the reason (error code) why the corresponding Quote Cancel message has been rejected. |
1028 | ManualOrderIndicator | Y | ManualOrdIndReq | Y=manual |
297 | QuoteAckStatus | Y | QuoteCxlStatus | 1=Cancel per instrument accepted 3=Cancel per Instrument Group accepted 4=Cancel All accepted 5=Rejected |
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. |
304 | TotQuoteEntries | Y | uInt8NULL | Always identical to tag 295-NoQuoteEntries. |
295 | NoQuoteEntries | Y | groupSize | The number of invalid cancels. |
→299 | QuoteEntryID | Y | SuInt32 | 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). |
→48 | SecurityID | Y | Int32 | Identifies class or source of the tag 38-SecurityID value. 8=Exchange symbol. |
→368 | QuoteEntryRejectReason | Y | uInt8 | This tag contains the reason (error code) why the cancellation failed. |
Y = Required N = Not required