FIX 5.0 : 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
<MessageHeader> 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 = 5 (cancel quote specified in QuoteID)
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.
<MessageTrailer> Y

 

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