| FRAMES | NO FRAMES |
|
|
The Quote Cancel (Z) message is used by an originator of quotes to cancel quotes.
The Quote Cancel (Z) message supports cancelation 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 cancelation in the QuoteCancelType (298) field.
It is recommended that all Cancel messages be acknowledged using the Quote Status Report (AI) message.
The Quote (S) 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 | @ReqID | N | Required when quote is in response to a Quote Request (R) message | |||
| 117 | QuoteID | @QID | C | Conditionally required when QuoteCancelType (298) = 5 (cancel quote specified in QuoteID). Maps to: QuoteID (117) of a single Quote, QuoteEntryID (299) of a Mass Quote | |||
| 1166 | QuoteMsgID | @QtMsgID | N | Optionally used to supply a message identifier for a quote cancel. | |||
| 298 | QuoteCancelType | @CxlTyp | Y | Identifies the type of Quote Cancel (Z) request. | |||
| 301 | QuoteResponseLevel | @RspLvl | N | Level of Response requested from receiver of quote messages. | |||
| <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". | |||||
| 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 | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". | ||||
| => | <FinancingDetails> | N | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages". | ||||
| => | 711 | NoUnderlyings | N | Number of underlyings | |||
| => | => | <UnderlyingInstrument> | C | Must be provided if Number of underlyings > 0 | |||
| => | 555 | NoLegs | Leg | N | Number of legs Identifies a Multi-leg Execution if present and non-zero. | ||
| => | => | <InstrumentLeg> | C | Must be provided if Number of legs > 0 | |||
| <Standard Message Trailer> | Y | ||||||
|
|
| FRAMES | NO FRAMES |