| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = Z
|
| 131 |
QuoteReqID |
N |
Required when quote is in response to a Quote Request <R> message
|
| 117 |
QuoteID |
Y |
|
| 298 |
QuoteCancelType |
Y |
Identifies the type of Quote Cancel <Z> request.
|
| 301 |
QuoteResponseLevel |
N |
Level of Response requested from receiver of Quote messages.
|
| 336 |
TradingSessionID |
N |
|
| 295 |
NoQuoteEntries |
Y |
The number of securities whose quotes are to be canceled
|
| => |
55 |
Symbol |
Y |
Must be the first field in the repeating group.
|
| => |
65 |
SymbolSfx |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
48 |
SecurityID |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
22 |
IDSource |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
167 |
SecurityType |
N |
Must be specified if a Future or Option. If a Future:Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option:Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.
|
| => |
200 |
MaturityMonthYear |
N |
Specifiesthe month and year of maturity. Required if MaturityDay <205> is specified.
|
| => |
205 |
MaturityDay |
N |
Can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.
|
| => |
201 |
PutOrCall |
N |
For Options.
|
| => |
202 |
StrikePrice |
N |
For Options.
|
| => |
206 |
OptAttribute |
N |
For Options.
|
| => |
231 |
ContractMultiplier |
N |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g.
contracts vs. shares) amount.
|
| => |
223 |
CouponRate |
N |
For Fixed Income.
|
| => |
207 |
SecurityExchange |
N |
Can be used to identify the security.
|
| => |
106 |
Issuer |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
348 |
EncodedIssuerLen |
N |
Must be set if EncodedIssuer <349> field is specified and must immediately precede it.
|
| => |
349 |
EncodedIssuer |
N |
Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.
|
| => |
107 |
SecurityDesc |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
350 |
EncodedSecurityDescLen |
N |
Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.
|
| => |
351 |
EncodedSecurityDesc |
N |
Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.
|
| => |
311 |
UnderlyingSymbol |
N |
The symbol of the underlying security of options that should be canceled.
|
| <MessageTrailer> |
Y |
|
