Quote Cancel (MsgType = Z, FIXML = QuotCxl)

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

The Quote Cancel (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 is accomplished by indicating the type of cancellation in the QuoteCancelType (298) field.

It is recommended that all Cancel messages be acknowledged using the Quote Status Report (AI) 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	@ReqID	N	Required when quote is in response to a Quote Request (R) message
117			QuoteID	@QID	Y
298			QuoteCancelType	@CxlTyp	Y	Identifies the type of Quote Cancel (Z) request.
301			QuoteResponseLevel	@RspLvl	N	Level of Response requested from receiver of Quote (S) messages.
<Parties>					N
1			Account	@Acct	N
660			AcctIDSource	@AcctIDSrc	N
581			AccountType	@AcctTyp	N	Type of account associated with the order (Origin).
336			TradingSessionID	@SesID	N
625			TradingSessionSubID	@SesSub	N
295			NoQuoteEntries	QuotCxlEntry	C	The number of securities (instruments) whose quotes are to be canceled. Not required when cancelling all quotes.
=>	<Instrument>				C
=>	<Financing Details>				N
=>	711		NoUnderlyings	Undly	N	Number of underlyings
=>	=>	<Underlying Instrument>			C	Must be provided if Number of underlyings > 0
=>	555		NoLegs	Leg	N	Required for multileg quotes
=>	=>	<Instrument Leg>			C	Required for multileg quotes. For Swaps one leg is Buy and other leg is Sell
<Standard Message Trailer>					Y

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