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

Added in protocol FIX.4.2

See in: FIX.4.2, 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
BlockRepeating Parties Insert here the set of “Parties” (firm identification) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
1 Account FIX.4.3
581 AccountType Type of account associated with the order (Origin) FIX.4.3
336 TradingSessionID FIX.4.2
625 TradingSessionSubID FIX.4.3
295 NoQuoteEntries The number of securities (instruments) whose quotes are to be canceled
Not required when cancelling all quotes.
FIX.4.2
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” FIX.4.3
Block StandardTrailer Y FIX.4.2