Mass Quote Acknowledgement(b) — Production FIX API

MassQuoteAcknowledgement(b) is the server acknowledgement for a MassQuote submission on Deribit production FIX, with per-quote status and reject reasons.

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.

Tag	Name	Type	Required	Comments
117	QuoteID	String	No	The same QuoteID as supplied in the Mass Quote (i) message.
297	QuoteStatus	int	Yes	Status of the mass quote as a whole. 0 = Accepted, 5 = Rejected
300	QuoteRejectReason	int	No	Reason 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
295	NoQuoteEntries	NumInGroup	No	Number of quotes in the repeating group.
=> 299	QuoteEntryID	String	No	Echoed from the Mass Quote (i) message for orders. For trades, it is the trade ID.
=> 9020	QuoteEntryType	int	No	0 = order, 1 = trade, 2 = error
=> 302	QuoteSetID	String	No	Identifier of the QuoteSet supplied in Mass Quote (i). Only present for orders.
=> 1167	QuoteEntryStatus	int	No	Status 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
=> 55	Symbol	String	No	Common, “human understood” representation of the security, e.g., BTC-28JUL17, see instrument naming convention for more details.
=> 54	Side	char	No	Side of the entry.
=> 192	OrderQty2	Qty	No	Size of the trade in contracts, in case of a trade.
=> 37	OrderId	String	No	Unique identifier of the quote, assigned by the exchange. It follows the format of OrderIDs for regular orders.
=> 60	TransactTime	UTCTimestamp	No	Timestamp of the transaction.
=> 132	BidPx	Price	No	Bid price.
=> 134	BidSize	Qty	No	Bid quantity in contracts.
=> 133	OfferPx	Price	No	Offer price.
=> 135	OfferSize	Qty	No	Offer quantity in contracts.
=> 368	QuoteEntryRejectReason	int	No	RPC error code, in case of an error.
=> 58	Text	String	No	The error description, in case of an error.