Page tree
Skip to end of metadata
Go to start of metadata

The Quote Cancel Acknowledgment (tag 35-MsgType=b, tag 297-QuoteAckStatus=1, 3, 4 or 5) message is sent in response to a Quote Cancel message.

The → symbol indicates a repeating tag.

Tag

Name

FIX Type

Enumeration

Req

Description

Standard Header - CME Globex to Client System




35MsgTypeString(2)b=Quote Acknowledgment (Cancel)YHeader tag identifying message type.

297

QuoteAckStatus

Int(3)

1=Cancel per instrument accepted

3=Cancel per group code accepted

4=Cancel all accepted

5=Rejected

100=Cancel per Quote Set accepted

Y

The Quote Cancel Acknowledgment message will have one of three formats when received in response to a Quote Cancel message:

117

QuoteID

String(10)


Y*

Identifier of the corresponding Quote Cancel message.

300

QuoteRejectReason

Int(3)

1=Unknown symbol (security)
2=Exchange (Security) closed
3=Quote request exceeds limit
5=Unknown quote
6=Duplicate quote
7=Invalid bid/ask spread
8=Invalid price
9=Not authorized to quote security
20=Too many rejects and cancel Product Code*
98=Market maker protection*
99=Missing account number or 'other' reason*
*CME defined value

N

Contains reason (error code) why the Quote Cancel message was rejected.


7928SelfMatchPreventionIDString(12)
N

This tag is required when market participants elect to use the optional Self Match Prevention functionality.

Sent only for an unsolicited quote cancel triggered by Self-Match Prevention.

9774

CancelledSymbol

String(2)


Y*

Group code being cancelled.

9772

NoProcessedEntries

Int(5)


Y*

Number of quotes successfully cancelled.

9773

MMProtectionReset

Char(1)


N

This tag is sent and set to 'Y' only when  Mass Quote Cancellation has been triggered by Mass Quote Protection (tag 9775-UnsolicitedCancelType=F).

9775

UnsolicitedCancelType

Char(1)

Tag 9775-UnsolicitedCancelType Table of Values

N

Type of cancel (A-H) if initiated by CME Globex platform.

58

Text

String(200)


N

Reason (error text) for quote cancel reject.

1028

ManualOrderIndicator

Boolean(1)

Y=manual
N=automated

Y*

Value sent on inbound message from client system indicating the order as sent manually or generated by automated trading logic.

5149MemoString(75)
N

Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing

Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.

304

TotQuoteEntries

Int(3)


N

Always identifcal to tag 295-NoQuoteentries.

295

NoQuoteEntries

Int(3)


N

The number of quote cancels that follow in this message.

296NoQuoteSetsInt(2)
NThe number of quote sets that follow in this message.
→302QuoteSetIDString(10)
NUnique ID for the Quote Set.
→9030QuoteErrorReasonInt(4)

1=Unknown symbol (Security)

2=Exchange (Security) closed

4=Too late to enter

6=Duplicate quote set id (if CME Globex already processed this quote set id in the same message)

9=Not authorized to quote security

Y*This tag contains the reason (error code) why the quote set cancellation failed.

→299

QuoteEntryID

String(10)


N

This tag contains the QuoteEntryID of the quote that failed to be cancelled or 'CME' if the quote cound not be found, e.g. attempt to cancel an invalid contract.

→55

Symbol

String(6)


N

Group code of the quote that failed to be cancelled.

→107

SecurityDesc

String(20)


N

Instrument identifier.
Future Example:  GEZ8
Option Example:  GEZ9  C9375

→167

SecurityType

String(3)

FUT=Future
OPT=Option

N

Indicates instrument is future or option.

→48

SecurityID

Int(12)


N

Identifier of the instrument defined in tag 107-SecurityDesc.

→22

SecurityIDSource

Char(1)

8=Exchange symbol

N

Indentifies class or source of the tag 48-SecurityID value.

→368

QuoteEntryRejectReason

Int(4)

Tag 368-QuoteEntryRejectReason Table of Values

Y*

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

5979RequestTimeInt(20)
N

Information carried on a response to convey the time (UTC) when the request was received by the MSGW application. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

Sent only for an solicited quote cancel from Client System 

Standard Message Trailer





End of message.

Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally