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

Type

Description

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

117

QuoteID

Y*

String (10)

Tag 117 - QuoteID of the corresponding Quote Cancel message.

1028

ManualOrderIndicator

Y*

String (10)

Client system generated identifier of the message. Must be unique per mass quote message per trading session.

9774

CancelledSymbol

Y*

String (2)

Instrument Group of the contract being 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.

9772

NoProcessedEntries

Y*

Int (5)

Number of quotes successfully cancelled.

Y = FIX required Y* = CME Group required N = Not required

 




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