The Quote Cancel message is used by an originator of quotes to cancel quotes.
The Quote Cancel 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
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, 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 | Conditionally required when QuoteCancelType (298) = 5 (cancel quote specified in QuoteID). Maps to QuoteID (117) of a single Quote(MsgType=S) or QuoteEntryID (299) of a MassQuote(MsgType=i). | FIX.4.2 | ||
| 1166 | QuoteMsgID | Optionally used to supply a message identifier for a quote cancel. | FIX.5.0 | ||
| 298 | QuoteCancelType | Identifies the type of Quote Cancel request. | Y | FIX.4.2 | |
| 537 | QuoteType | Conditional Required when QuoteCancelType (298)=6[Cancel by QuoteType] | FIX.5.0SP1 (78) | ||
| 301 | QuoteResponseLevel | Level of Response requested from receiver of quote messages. | FIX.4.2 | ||
| BlockRepeating | Parties | Insert here the set of “Parties” (firm identification) fields defined in “Common Components of Application Messages” | FIX.4.3 | ||
| BlockRepeating | TargetParties | Can be used to specify the parties to whom the Quote Cancel should be applied. | FIX.5.0SP1 (85) | ||
| 1 | Account | FIX.4.3 | |||
| 660 | AcctIDSource | FIX.4.4 | |||
| 581 | AccountType | Type of account associated with the order (Origin) | FIX.4.3 | ||
| 336 | TradingSessionID | FIX.4.2 | |||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| ImplicitBlockRepeating | QuotCxlEntriesGrp | The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. |
FIX.4.4 | ||
| Block | StandardTrailer | Y | FIX.4.2 |