Description
The QuoteCancel <Z> message is used by an originator of quotes to cancel quotes.
The QuoteCancel <Z> message supports cancellation 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 cancellation in the QuoteCancelType <298> field.
It is recommended that all Cancel messages be acknowledged using the QuoteStatusReport <AI> message.
The Quote Cancellation only applies to quotes made by the current FIX user.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = 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 <S> or QuoteEntryID <299> of a MassQuote <i>. | |
| 1751 | SecondaryQuoteID | N |
Conditionally required when QuoteCancelType <298> = 5 (Cancel specific single quote) and QuoteID <117> is not specified. |
|
| 1166 | QuoteMsgID | N | Optionally used to supply a message identifier for a quote cancel. | |
| 298 | QuoteCancelType | Y | Identifies the type of Quote Cancel request. | |
| 537 | QuoteType | N | Conditional Required when QuoteCancelType <298>=6[Cancel by QuoteType] | |
| 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" | ||
| Component Block - <TargetParties> | N | Can be used to specify the parties to whom the Quote Cancel should be applied. | ||
| 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. |
||
| Component Block - <StandardTrailer> | Y | |||