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 accomplished by indicating the type of cancellation in the QuoteCancelType (298) field.

The Quote Cancellation 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.

It is recommended that all Cancel messages be acknowledged using the Quote Acknowledgement (b) message.

The Quote Cancellation 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 QuoteCancelType Y Identifies the type of Quote Cancel (Z) request.
301 QuoteResponseLevel QuoteResponseLevel N Level of Response requested from receiver of Quote (S) messages.
<Parties> N
1 Account Account N
581 AccountType AccountType N
336 TradingSessionID TradingSessionID N
625 TradingSessionSubID TradingSessionSubID N
295 NoQuoteEntries NoQuoteEntries C The number of securities (instruments) whose quotes are to be canceled. Not required when cancelling all quotes.
=> <Instrument> C
<Standard Message Trailer> Y