Skip to main content
Mass Quote Acknowledgement (b) is a reply to a Mass Quote (i) message. The message contains orders, trades and possible errors resulting from the Mass Quote (i) message. The QuoteEntries are not grouped by QuoteSets for performance reasons, only marked with QuoteSetIDs.
TagNameTypeRequiredComments
117QuoteIDStringNoThe same QuoteID as supplied in the Mass Quote (i) message.
297QuoteStatusintYesStatus of the mass quote as a whole. 0 = Accepted, 5 = Rejected
300QuoteRejectReasonintNoReason Mass Quote (i) was rejected. 1 = Unknown symbol (Security), 2 = Exchange(Security) closed, 3 = Mass Quote (i) size exceeds limit, 4 = Timed out (Too late to enter), 9 = Not allowed to quote security, 99 = Other
295NoQuoteEntriesNumInGroupNoNumber of quotes in the repeating group.
=> 299QuoteEntryIDStringNoEchoed from the Mass Quote (i) message for orders. For trades, it is the trade ID.
=> 9020QuoteEntryTypeintNo0 = order, 1 = trade, 2 = error
=> 302QuoteSetIDStringNoIdentifier of the QuoteSet supplied in Mass Quote (i). Only present for orders.
=> 1167QuoteEntryStatusintNoStatus of individual Quote Entry. 0 = Accepted, 5 = Rejected, 17 = Cancelled, 0 = Accepted, 5 = Rejected, 17 = Cancelled, 18 = Cancelled by MMP, 19 = Replaced, 20 = Filled, 21 = Open, 22 = Closed, 23 = Triggered, 24 = Untriggered, 25 = Unknown
=> 55SymbolStringNoCommon, “human understood” representation of the security, e.g., BTC-28JUL17, see instrument naming convention for more details.
=> 54SidecharNoSide of the entry.
=> 192OrderQty2QtyNoSize of the trade in contracts, in case of a trade.
=> 37OrderIdStringNoUnique identifier of the quote, assigned by the exchange. It follows the format of OrderIDs for regular orders.
=> 60TransactTimeUTCTimestampNoTimestamp of the transaction.
=> 132BidPxPriceNoBid price.
=> 134BidSizeQtyNoBid quantity in contracts.
=> 133OfferPxPriceNoOffer price.
=> 135OfferSizeQtyNoOffer quantity in contracts.
=> 368QuoteEntryRejectReasonintNoRPC error code, in case of an error.
=> 58TextStringNoThe error description, in case of an error.