Log in

CW Quote Ack

This message is used to acknowledge a Quote <35=S>.

It can also be used to acknowledge the request to cancel an individual quote, i.e. Quote Cancel <35=Z> with QuoteCancelType (298) = 5 (Cancel specified sinqle quote).

Structure

TagNameTypeRequiredDescription
Component
Required
117StringContains the QuoteID(117) of a single Quote(35=S)
1166StringContains the QuoteMsgID(1166) of a single Quote(35=S) or QuoteCancel(35=Z)
131String
537Int Enum
298Int Enum
1751String
1865Int Enum
Required
300Int EnumConditionally required when QuoteAckStatus(1865) = 2(Rejected)
1328String
1664Length
1665Data
Component
ComponentMay be used by the quote receiver to inform quote provider of pre-trade transparency waiver determination in the context of MiFID II
58String
354Length
355Data
Component
Required