Description

The QuoteAck <CW> message is used to acknowledge a Quote <S> submittal or request to cancel an individual quote using the QuoteCancel <Z> message during a Quote/Negotiation dialog.

The QuoteAck <CW> is available for optional use to acknowledge the request to cancel an individual quote (QuoteCancel <Z> with QuoteCancelType <298> =5(Cancel specified sinqle quote)).

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType <35> = CW
117 QuoteID N

Contains the QuoteID <117> of a single Quote <S>.

1166 QuoteMsgID N

Contains the QuoteMsgID <1166> of a single Quote <S> or QuoteCancel <Z>.

131 QuoteReqID N
537 QuoteType N
298 QuoteCancelType N
1751 SecondaryQuoteID N
1865 QuoteAckStatus Y
300 QuoteRejectReason N

Conditionally required when QuoteAckStatus <1865> = 2(Rejected).

1328 RejectText N
1664 EncodedRejectTextLen N
1665 EncodedRejectText N
Component Block - <Parties> N
Component Block - <QuoteAttributeGrp> N

May be used by the quote receiver to inform quote provider of pre-trade transparency waiver determination in the context of MiFID II.

58 Text N
354 EncodedTextLen N
355 EncodedText N
Component Block - <StandardTrailer> Y