Quote Cancel (MsgType = Z, FIXML = QuoteCancel)

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

The Quote Cancel (Z) message supports cancelation of:

Canceling a Quote is acccomplished by indicating the type of cancelation in the QuoteCancelType (298) field.

The Quote 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.

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

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = Z
131 QuoteReqID QuoteReqID N Required when quote is in response to a Quote Request (R) message
117 QuoteID QuoteID Y
298 QuoteCancelType QuoteCxlType Y Identifies the type of Quote Cancel (Z) request.
301 QuoteResponseLevel QuoteResponseLevel N Level of Response requested from receiver of quote messages.
336 TradingSessionID TrdSesID N
295 NoQuoteEntries NoQuoteEntries Y The number of securities whose quotes are to be canceled
=> 55 Symbol Symbol Y Must be the first field in the repeating group.
=> 65 SymbolSfx SymbolSfx N Can be repeated multiple times if message is related to multiple symbols.
=> 48 SecurityID SecurityID N Can be repeated multiple times if message is related to multiple symbols.
=> 22 IDSource IDSource N Can be repeated multiple times if message is related to multiple symbols.
=> 167 SecurityType 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 MonthYear C Specifiesthe month and year of maturity. Required if MaturityDay (205) is specified.
=> 205 MaturityDay Day N Can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date.
=> 201 PutOrCall PutCall C For Options.
=> 202 StrikePrice StrikePx C For Options.
=> 206 OptAttribute OptAttribute N For Options.
=> 231 ContractMultiplier 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 CouponRate N For Fixed Income.
=> 207 SecurityExchange SecurityExch N Can be used to identify the security.
=> 106 Issuer Issuer N Can be repeated multiple times if message is related to multiple symbols.
=> 348 EncodedIssuerLen EncodedIssuerLen C Must be set if EncodedIssuer (349) field is specified and must immediately precede it.
=> 349 EncodedIssuer EncodedIssuer C Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field.
=> 107 SecurityDesc SecurityDesc N Can be repeated multiple times if message is related to multiple symbols.
=> 350 EncodedSecurityDescLen EncodedSecDescLen C Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it.
=> 351 EncodedSecurityDesc EncodedSecDesc C Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field.
=> 311 UnderlyingSymbol UndrSymbol N The symbol of the underlying security of options that should be canceled.
<Standard Message Trailer> Y