iLink 2 Tag 9775-UnsolicitedCancelTypes Table of Values

A

Hard disconnect (cancel all)

In the event of any customer hard disconnect, all resting quotes are cancelled. Upon reconnect, the customer will receive a iLink 2 Quote Acknowledgment message confirming cancellation.

B

Cancellation has been triggered by Mass Quote Messaging Thresholds

A customer can receive this value on an unsolicited cancel if their session exceeds their allowable mass quotes per second threshold. 

C

Eliminated All
(CME Globex platform-initiated; all resting quotes cancelled)

The GCC has the ability to cancel all resting quotes. In this event, the customer receives a Quote Acknowledgment message for each instrument group for which they are permissioned confirming cancellation for each instrument group.

Note - the following required tags will not be returned on the iLink 2 Quote Cancel Acknowledgment:

• Tag 57-TargetSubID

• Tag 143-TargetLocationID

• Tag 1028-ManualOrderIndicator

D

Eliminated Group
(CME Globex platform-initiated)

The GCC has the ability to cancel all resting quotes for an instrument group. In this event, the customer receives a Quote Acknowledgment message confirming cancellation for this instrument group.

Note - the following required tags will not be returned on the iLink 2 Quote Cancel Acknowledgment:

• Tag 57-TargetSubID

• Tag 143-TargetLocationID

• Tag 1028-ManualOrderIndicator

E

Expired – transition out of Continuous Trading state

If the market transitions out of the continuous trading state as indicated in a market data Security Status (tag 35-MsgType=f) message, the CME Globex platform cancels all resting quotes when the instrument group enters the "closed" state. For all instrument groups, the customer subsequently receives a Quote Acknowledgment message confirming cancellation for each instrument group that changed state and for which they are permissioned.

Note - the following required tags will not be returned on the iLink 2 Quote Cancel Acknowledgment:

• Tag 57-TargetSubID

• Tag 143-TargetLocationID

• Tag 1028-ManualOrderIndicator

F

Cancellation has been triggered by Mass Quote Protection

The customer receives a Quote Acknowledgment message with tag 9775-UnsolicitedCancelType=F when the cancellation has been triggered by Mass Quote Protections.

H

Quotes Cancelled due to Self Match prevention

See CME Globex Self Match Prevention.

I

Quotes cancelled due to resting quantity less than minimum lot size

Resting quantity is less than the minimum lot size.