Imported from previous forum
[ original email was from Bivas Mishra - bivas.mishra@wipro.com ]
Hi,
In the Pretrade scenario for Mass Quote Cancel (FIX-5.0_SP2_VOL-7.doc, Pg-225), it is mentioned that the ‘Mass Quote Ack’ message will acknowledge each cancelled quote with the respective QuoteEntryID (Tag 299) and the QuoteEntryStatus (Tag 1167) = ‘Cancelled’.
However, ‘Cancelled’ doesn’t seem to be a valid value for Tag 1167.
Logically, ‘Cancelled’ should be included as a value for Tag 1167 since Tag 297 (QuoteStatus) has a valid value of ‘Cancelled’ (Tag 297=17) which is used for Single Quote Cancellations.
Could someone throw some light on this?
Regards,
Bivas