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 |