iLink 3 Mass Quote Acknowledgment

Sequence number assigned to this message.

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

Reject reason details.

Used only for descriptive rejects.

For futures and options markets: represents Operator ID.

For fixed income markets: represents the Entering Trader.

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: 

https://www.cmegroup.com/rulebook/files/cme-group-Rule-576.pdf

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 message will be sent along with the business message and will immediately precede it
• PartyDetailsListRequestID=0.

131

QuoteReqID

uInt64NULL

8

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 ftp.cmegroup.com/fix/coo. 

300

QuoteRejectReason

uInt16NULL

2

Not currently being used.

297

QuoteStatus

QuoteAckStatus

1

• 0=Accepted 
• 5=Rejected

• 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.

https://www.cmegroup.com/rulebook/files/cme-group-Rule-536-B-Tag1028.pdf

• 0=False
• 1=True

• 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, the message was not delayed and was neither split nor received out of order.

• 0=False
• 1=True

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

Applicable only for EU BrokerTec.

• 0=Long Sell
• 1=Short Sale With No Exemption (SESH)
• 2=Short Sale With Exemption (SSEX)
• 3=Undisclosed Sell (Information not available – UNDI)

Indicates the type of short sale on Sell orders only as required for MiFID.

Should not be used for Buy orders.

Applicable only for EU fixed income markets.

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

Populated only for enumerated rejects.

• 0=False
• 1=True

Flags message as possible retransmission 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

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.

The number of quote entries for a quote set.

Populated only for enumerated rejects.

Unique id for the Quote Set.

Populated only for enumerated rejects.