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

Added in protocol FIX.4.2

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = Z Y FIX.4.2
131 QuoteReqID Required when quote is in response to a Quote Request message FIX.4.2
117 QuoteID Y FIX.4.2
298 QuoteCancelType Identifies the type of Quote Cancel request. Y FIX.4.2
301 QuoteResponseLevel Level of Response requested from receiver of quote messages. FIX.4.2
336 TradingSessionID FIX.4.2
295 NoQuoteEntries The number of securities whose quotes are to be canceled Y FIX.4.2
55 Symbol Must be the first field in the repeating group. Y FIX.4.2
65 SymbolSfx Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
48 SecurityID Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
22 IDSource Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
167 SecurityType Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. FIX.4.2
200 MaturityMonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
205 MaturityDay Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
201 PutOrCall For Options. FIX.4.2
202 StrikePrice For Options. FIX.4.2
206 OptAttribute For Options. FIX.4.2
231 ContractMultiplier For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate For Fixed Income. FIX.4.2
207 SecurityExchange Can be used to identify the security. FIX.4.2
106 Issuer Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
348 EncodedIssuerLen Must be set if EncodedIssuer (349) field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
107 SecurityDesc Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
350 EncodedSecurityDescLen Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
311 UnderlyingSymbol The symbol of the underlying security of options that should be canceled. FIX.4.2
Block StandardTrailer Y FIX.4.2