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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

Type

Description

297

QuoteAckStatus

Y

Int (2)

1=Cancel per instrument accepted

3=Cancel per Instrument Group accepted

4=Cancel All accepted

5=Rejected

117

QuoteID

Y*

String (10)

Tag 117 - QuoteID of the corresponding Quote Cancel message.

300

QuoteRejectReason

N

Int (2)

This tag contains the reason (error code) why the corresponding Quote Cancel message has been rejected.

1028ManualOrderIndicatorY*Boolean(1)Y=manual 
N=automated

9774

CancelledSymbol

Y*

String (2)

Instrument Group of the contract being cancelled.

9772

NoProcessedEntries

Y*

Int (5)

Number of quotes successfully 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.

58

Text

N

String (150)

This tag contains the reason (error text) why the corresponding Quote Cancel message has been rejected.

304

TotQuoteEntries

Y*

Int (3)

Always identical to tag 295-NoQuoteEntries.

295

NoQuoteEntries

Y

Int (3)

The number of invalid cancels.

→299

QuoteEntryID

Y*

String (10)

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).

→55

Symbol

N

String (6)

Instrument Group of the quote that failed to be cancelled.

→107

SecurityDesc

N

String (20)

Contract of the quote that failed to be cancelled, i.e. ESV4 C1115.

→167

SecurityType

N

String (3)

'OPT' or 'FUT'

→48

SecurityID

Y*

Int (12)

Identifies class or source of the tag 38-SecurityID value. 8=Exchange symbol.

→22

SecurityIDSource

N

String (1)

Always '4'

→368

QuoteEntryRejectReason

Y*

Int (2)

This tag contains the reason (error code) why the cancellation failed.

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

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