Quote Cancel Acknowledgment message is used in response to a Quote Cancel message to either accept it or reject it.
|9726||SeqNum||uInt32||4||Y||Sequence number assigned to this message.|
|39001||UUID||uInt64||8||Y||Matches Establish.UUID used to establish the connection.|
Reject reason details.
Used only for descriptive rejects.
For futures and options markets:
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.
The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.
For short messages:
For long messages:
|5979||RequestTime||uIn64||8||Y||Time (UTC) the request was received by the MSGW. UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision.|
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970.|
|9774||CancelledSymbol||StringLength6||6||Y||Security Group cancelled for a Quote Cancel acknowledgment.|
|9537||Location||String5Req||5||Y||Text describing sender's location (i.e. geographic location and/or desk).|
|Y||Unique identifier for Quote Request message.|
|N||Reject codes||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:
Subtracting this number from tag 5979-RequestTime will represent original received time of in-flight message.
|1028||ManualOrderIndicator||ManualOrdIndReq||1||Y||Indicates if the message was initially received manually.|
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.
|9772||NoProcessedEntries||uInt8||1||Y||Number of quotes that have been accepted from the corresponding inbound message.|
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).
|9775||UnsolicitedCancelType||CharNULL||1||N||Type of Quote Cancel generated by CME. Returned only for unsolicited quote cancels.|
Indicates if a message was delayed as a result of:
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.
|9373||LiquidityFlag||BooleanNULL||1||N||Represents the market making MiFID obligation reporting.|
The number of quote entries for a quote set.
Populated only for enumerated rejects for Cancel by Instrument.
|→299||QuoteEntryID||uInt32||4||Y||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).|
|→48||SecurityID||Int32||4||Y||Security ID as defined in the market data Security Definition message.|
|→368||QuoteEntryRejectReason||uInt8||1||Y||Reject codes||Reason (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.
|→302||QuoteSetID||uInt16||2||Y||Unique ID for the Quote Set.|
|→9030||QuoteErrorCode||uInt16||2||Y||Reason (error code) quote set cancel has been rejected.|