What is a compliant way to acknowledge a Quote?

1

How should a Quote message posted to an exchange be acknowledged?

An ExecutionReport (35=8 39=0) can be used to acknolwedge Orders but not Quotes. There is a QuoteResponse message (AJ) but the QuoteRespType (694) doesn’t seem to cover a simple acknowledgement.

My use case here is presenting a standardised ROE for messages to be sent to Instinet Blockmatch RFQ MTF. The exchange ROE uses Order messages with custom tags to qualify the ‘order’ as an IOI or Quote. I would rather treat the ‘order’ as a Quote, but don’t see how to send an ack back to the originating system for a Quote.

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Please look at the QuoteAck(35=CW) message added to FIX with EP143.

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Not sure what version of FIX you are using but certainly in the FIX 5.0 world the QuoteAck message 35=CW fills this role. If you are back on FIX 4.2 there is a QuoteAcknowledgement 35=b but I don’t have any experience with this one. We use CW extensively and it provides the level of info needed in all or our cases.

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Thank you @gtcpm and @dmiles58 using 35=CW is perfect. I don’t know how I missed this.