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Quote Cancel Acknowledgment message is used in response to a Quote Cancel message to either accept it or reject it. This message can also be unsolicited in a scenario where CME Globex initiates the cancellation.

Bolded red text indicates support for EBS Market.

35=b, 297=1,3,4,100



Field Name

Binary Type

Binary Length





Sequence number assigned to this message.

The max value is 999999999 which is 1 short of 1 billion.

Matches Establish.UUID used to establish the connection.

Reject reason details.

Used only for descriptive rejects.


For futures and options markets:

represents Operator ID.

Should be unique per Firm ID.

Assigned value used to identify specific message originator.

Represents last individual or team responsible for the system that modifies the order prior to submission to CME Globex.

For fixed income markets: represents the Entering Trader

For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters.

This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below:

In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact.


The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.

For pre-registered messages:

  • Unique ID from Party Details Definition Request Acknowledgment message
  • PartyDetailsListRequestID≠0.

For on-demand messages:

  • If not registered beforehand through iLink then Party Details Definition Request Ack message will be sent along with the business message and will immediately precede it
  • PartyDetailsListRequestID=0.
Time (UTC) the request was received by the MSGW. UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision.
Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970.
Security Group cancelled for a Quote Cancel acknowledgment.
9537LocationString5Req5YText describing sender's location (i.e. geographic location and/or desk).

ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.

The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).

The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).

For valid values, refer to

Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

Note: this field is optional for EBS Market and eFIX Matching Service instruments.





Unique identifier for Quote Cancel message.





N1=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
Contains reason (error code) the corresponding Request for Quote message has been rejected.

Indicates the amount of time in nanoseconds that a message was subject to additional processing as a result of being:

  • split among multiple packets (tag 9553=0)
  • out-of-order (tag 9553=1)
  • a previously submitted split message (tag 9553=2)

Subtracting this number from tag 5979-RequestTime will represent original received time of in-flight messageNot currently being used.

  • 0=Automated
  • 1=Manual

Indicates if the message was initially received manually.

'0' indicates the message was generated by automated trading logic.

iLink messages containing a value other than '0' or '1' in this tag will be rejected.

This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

  • 1=Cancel per Instrument
  • 3=Cancel for Security Group
  • 4=Cancel All Quotes
  • 5=Rejected
  • 100=Cancel per Quote Set

Identifies the type of Quote Cancel. A working quote can be cancelled by providing either it's instrument, quote set, product group, or by cancelling all.

Number of quotes that have been accepted from the corresponding inbound message.
  • 0=False
  • 1=True

Set to '1' on the Quote Cancel Acknowledgment message sent after Market Maker Protection is triggered and all resting quotes are cancelled for that particular group (tag 297=3).

  • 0=False
  • 1=True

Flags message as possible retransmission .This will convey whether a or duplicate

Indicates if message is an original transmission or duplicate in response to Retransmission Request .or possible duplicate

Used when original messages are interleaved with Retransmission responses.

Possible duplicate means the same message may have been sent again with different sequence number

9775UnsolicitedCancelTypeCharNULL1NiLink 2 Tag 9775-UnsolicitedCancelTypes Table of ValuesType of Quote Cancel generated by CME. Returned only for unsolicited quote cancels.
  • 0=Split Msg Delayed
  • 1=Out of Order Msg Delayed
  • 2=Complete Msg Delayed

Indicates if a message was delayed as a result of:

  • being split among multiple packets (0)
  • TCP re-transmission (1)
  • due to a previously submitted split or out of order message (2).

If absent then the message was not delayed, split, or received out of order.


Total number of quotes for the quote set across all messages.

Will be populated only for enumerated rejects for Cancel by Instrument.

  • 0=False
  • 1=True

Indicates if an order was submitted for market making obligation   as required for MiFIDMIFID.

Applicable only for EU fixed income marketsBrokerTec.

  • minValue=1
  • maxValue=15

The number of quote entries for a quote set.

Populated only for enumerated rejects for Cancel by Instrument.

Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. For fills, this value is transposed into client order ID (tag 11).
Security ID as defined in the market data Security Definition message.
→368QuoteEntryRejectReasonuInt81YReject codesReason (error code) quote has been rejected.

The number of sets of quotes in the message.

Will be populated only for enumerated rejects for Cancel by Quote Set.

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

Reason (error code) quote set cancel has been rejected.

Indicates the amount of time in nanoseconds that a message was subject to additional processing as a result of being:

  • split among multiple packets (tag 9553=0)
  • out-of-order (tag 9553=1)
  • a previously submitted split message (tag 9553=2)

Subtracting this number from tag 60-TransactTime will represent original received time of in-flight message.