FIX 4.2 : Quote Cancel <Z> message

Structure | Related Messages

Description

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

The Quote Cancel <Z> 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 acccomplished by indicating the type of cancelation in the QuoteCancelType <298> field.

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

Options usage notes:

Normal usage would be to cancel the quotes for a symbol. This is the reason that the use of further nesting similar to the quote is not used in this message. You are able to cancel quotes for specific series by specifying each option series in the repeating group.

It is recommended that all Cancel messages be acknowledged using the Quote Acknowledgement <b> message

Structure

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 <S> 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

 

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