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

Related Messages