Documentation Index
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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. |