QuoteCancel <Z> message – FIX 5.0 SP2 – FIX Dictionary

FIX 5.0 SP2 : QuoteCancel <Z> message

The Quote <S> Cancel message is used by an originator of quotes to cancel quotes.

The Quote <S> Cancel message supports cancelation of:

All quotes

Quotes for a specific symbol or security ID

All quotes for a security type

All quotes for an underlying

Canceling a Quote <S> is accomplished by indicating the type of cancelation in the QuoteCancelType <298> field.

It is recommended that all Cancel messages be acknowledged using the Quote <S> Status Report message.

The Quote <S> Cancelation only applies to quotes made by the current FIX user.

Tag	Field Name	Req'd	Comments
Component Block - <StandardHeader>		Y	MsgType = Z
131	QuoteReqID	N	Required when quote is in response to a Quote Request message
117	QuoteID	N	Conditionally required when QuoteCancelType(298) = 5 (cancel quote specified in QuoteID). Maps to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).
298	QuoteCancelType	Y	Identifies the type of Quote Cancel request.
301	QuoteResponseLevel	N	Level of Response requested from receiver of quote messages.
Component Block - <Parties>		N	Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
1	Account	N
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin)
336	TradingSessionID	N
625	TradingSessionSubID	N
Component Block - <QuotCxlEntriesGrp>		N	The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes.
1166	QuoteMsgID	N	Optionally used to supply a message identifier for a quote cancel.
537	QuoteType	N	Conditional Required when QuoteCancelType(298)=6[Cancel by QuoteType]
Component Block - <TargetParties>		N	Can be used to specify the parties to whom the Quote Cancel should be applied.
Component Block - <StandardTrailer>		Y