Quote Cancel Acknowledgment message is used in response to a Quote Cancel message to either accept it or reject it.
Sequence number assigned to this message.
The max value is 999999999 which is 1 short of 1 billion.
|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 pre-registered messages:
For on-demand 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.|
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.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.
|Y||Unique identifier for Quote Cancel message.|
|N||1=Unknown symbol (security)|
2=Exchange (Security) closed
3=Quote request exceeds limit
7=Invalid bid/ask spread
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.|
Not currently being used.
|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).
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
|9775||UnsolicitedCancelType||CharNULL||1||N||Tag 9775-UnsolicitedCancelTypes Table of Values||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.
Indicates if an order was submitted for market making obligation as required for MiFID.
Applicable only for EU fixed income markets.
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.|
Indicates the amount of time that a message was delayed as a result of being:
Represented as number of nanoseconds in UNIX epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message.