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. This message can also be unsolicited in a scenario where CME Globex initiates the cancellation.
The → symbol indicates a repeating tag.
|Standard Header - CME Globex to Client System|
|35||MsgType||String(2)||b=Quote Acknowledgment (Cancel)||Y||Header tag identifying message type.|
1=Cancel per instrument accepted
3=Cancel per group code accepted
4=Cancel all accepted
100=Cancel per Quote Set accepted
The Quote Cancel Acknowledgment message will have one of three formats when received in response to a Quote Cancel message:
Identifier of the corresponding Quote Cancel message.
1=Unknown symbol (security)
Contains reason (error code) why the Quote Cancel message was rejected.
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.
Group code being cancelled.
Number of quotes successfully cancelled.
This tag is sent and set to 'Y' only when Mass Quote Cancellation has been triggered by Mass Quote Protection (tag 9775-UnsolicitedCancelType=F).
Type of cancel (A-H) if initiated by CME Globex platform.
Reason (error text) for quote cancel reject.
Value sent on inbound message from client system indicating the order as sent manually or generated by automated trading logic.
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.
Always identifcal to tag 295-NoQuoteentries.
The number of quote cancels that follow in this message.
|296||NoQuoteSets||Int(2)||N||The number of quote sets that follow in this message.|
|→302||QuoteSetID||String(10)||N||Unique ID for the Quote Set.|
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.|
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.
Group code of the quote that failed to be cancelled.
Indicates instrument is future or option.
Identifier of the instrument defined in tag 107-SecurityDesc.
Identifies class or source of the tag 48-SecurityID value.
This tag contains the reason (error code) why the cancellation failed.
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 with microsecond precision.
Sent only for a solicited quote cancel from Client System.
Not required for an unsolicited quote cancel.
Indicates the amount of time in nanoseconds that a message was subject to additional processing as a result of being:
Subtracting this number from tag 5979-RequestTime will represent original received time of in-flight message
0 – Split message
1 – Out-of-order message
2 – Complete message
Indicates whether a message was subject to additional processing as a result of being:
If absent, then the message was not subject to additional processing.
|Standard Message Trailer|
End of message.