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 | Type of account associated with the order (Origin) | |||
| 117 | QuoteID | @QID | C |
Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i) |
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| 1751 | SecondaryQuoteID | @QID2 | N |
Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified. |
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| 1166 | QuoteMsgID | @QtMsgID | N |
Optionally used to supply a message identifier for a quote cancel. |
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| 298 | QuoteCancelType | @CxlTyp | Y |
Identifies the type of Quote Cancel request. |
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| 537 | QuoteType | @Typ | C |
Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote). |
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| 301 | QuoteResponseLevel | @RspLvl | N |
Level of Response requested from receiver of quote messages. |
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| <Parties> | N | The number of securities (instruments) whose quotes are to be canceled. Not required when cancelling all quotes. | |||||
| <TargetParties> | N |
Can be used to specify the parties to whom the Quote Cancel should be applied. |
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| 1 | Account | @Acct | N |
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. |
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| 660 | AcctIDSource | @AcctIDSrc | N |
Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. |
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| 581 | AccountType | @AcctTyp | N |
Type of account associated with the order (Origin) |
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| 336 | TradingSessionID | @SesID | N |
Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. |
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| 625 | TradingSessionSubID | @SesSub | N |
Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility |
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| <QuotCxlEntriesGrp> | N |
The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. |
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| <Standard Message Trailer> | Y | ||||||
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