FIX 5.0 SP1 : QuoteCancel <Z> message

Structure | Related Messages

Description

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.

Structure

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 = 5 (cancel quote specified in QuoteID).

Maps to:

- QuoteID(117) of a single Quote

- QuoteEntryID(299) of a Mass Quote

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.
Component Block - <StandardTrailer> Y

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