Message QuoteCancel (Z)

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

Added in protocol FIX.4.2

See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = Z Y FIX.4.2
131 QuoteReqID Required when quote is in response to a Quote Request message FIX.4.2
117 QuoteID Conditionally required when QuoteCancelType (298) = 5 (cancel quote specified in QuoteID). Maps to QuoteID (117) of a single Quote(MsgType=S) or QuoteEntryID (299) of a MassQuote(MsgType=i). FIX.4.2
1166 QuoteMsgID Optionally used to supply a message identifier for a quote cancel. FIX.5.0
298 QuoteCancelType Identifies the type of Quote Cancel request. Y FIX.4.2
537 QuoteType Conditional Required when QuoteCancelType (298)=6[Cancel by QuoteType] FIX.5.0SP1 (78)
301 QuoteResponseLevel Level of Response requested from receiver of quote messages. FIX.4.2
BlockRepeating Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
BlockRepeating TargetParties Can be used to specify the parties to whom the Quote Cancel should be applied. FIX.5.0SP1 (85)
1 Account FIX.4.3
660 AcctIDSource FIX.4.4
581 AccountType Type of account associated with the order (Origin) FIX.4.3
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
ImplicitBlockRepeating QuotCxlEntriesGrp The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. FIX.4.4
Block StandardTrailer Y FIX.4.2