QuoteUpdateAcknowledgementUSFuturesV1


Field Name	Offset	Length	Data Type	Description
StartOfMessage	0	2	Binary	`B0 E3` (58288)
MessageLength	2	2	Binary	(43 + QuoteCnt*10)
MessageType	4	2	Binary	`EB 05` (1515)
MatchingUnit	6	1	Binary	Matching Unit which created this message.
Reserved	7	1	Binary	Unspecified
SequenceNumber	8	4	Binary	Always zero (unsequenced)
TransactionTime	12	8	DateTime	The time the event occurred in the CFE Matching Engine (not the time the message was sent).
QuoteUpdateId	20	16	Text	Echoed back from the TPH message
RequestReceivedTime	36	8	DateTime	The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged. Populated with zero in event of failover to Port B or Port C.
QuoteCnt	44	1	Binary	Number of repeating groups included in this message. Allowed values are 1-20.
→ OrderId	45	8	Binary	Order identifier supplied by CFE. This identifier corresponds to the identifiers used in CFE market data products. Sent to the OCC in the Exchange Data field.
→ QuoteResult	53	1	Text	Result of the quote request. Acceptance: A = New Quote L = Modified; loss of priority R = Modified; retains priority (size reduction) N = No change, matches existing quote D = New Quote, but may remove liquidity d = Modified, but may remove liquidity Cancellation: U = User cancelled (zero size/price requested) Rejection: a = Admin O = Rejected, doesn’t match a known quote P = Rejected, can’t post f = Risk management EFID or Custom Group Id level S = Rejected, symbol not found p = Rejected, invalid price s = Risk management product root level n = Risk management configuration is insufficient u = Rejected, other reason
→ SubLiquidityIndicator	54	1	Text	Additional information about the liquidity of an order. CFE may add additional values without notice. TPHs must gracefully ignore unknown values. NULL (0x00) = No Additional Information C = Carried Order Indicator U = Qualifying Market Turner order

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QuoteUpdateAcknowledgementUSFuturesV1