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Message

QuoteCancel (Z)

ID33
PedigreeAdded FIX.4.2
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
Field
Name
Type
Req'd
Comments
Pedigree
StandardHeader
StandardHeader
Y
MsgType = Z
Added FIX.4.2
131
QuoteReqID
String
Required when quote is in response to a Quote Request message
Added FIX.4.2
117
QuoteID
String
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)
Added FIX.4.2
Updated EP195
1751
SecondaryQuoteID
String
Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified.
Added EP126
1166
QuoteMsgID
String
Optionally used to supply a message identifier for a quote cancel.
Added EP-1
298
QuoteCancelType
QuoteCancelTypeCodeSet
Y
Identifies the type of Quote Cancel request.
Added FIX.4.2
537
QuoteType
QuoteTypeCodeSet
Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote).
Added EP78
Updated EP126
301
QuoteResponseLevel
QuoteResponseLevelCodeSet
Level of Response requested from receiver of quote messages.
Added FIX.4.2
Parties
Parties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Added FIX.4.3
TargetParties
TargetParties
Can be used to specify the parties to whom the Quote Cancel should be applied.
Added EP85
1
Account
String
Added FIX.4.3
660
AcctIDSource
AcctIDSourceCodeSet
Added FIX.4.4
581
AccountType
AccountTypeCodeSet
Type of account associated with the order (Origin)
Added FIX.4.3
336
TradingSessionID
TradingSessionIDCodeSet
Added FIX.4.2
625
TradingSessionSubID
TradingSessionSubIDCodeSet
Added FIX.4.3
QuotCxlEntriesGrp
QuotCxlEntriesGrp
The number of securities (instruments) whose quotes are to be canceled
Not required when cancelling all quotes.
Added FIX.4.4
StandardTrailer
StandardTrailer
Y
Added FIX.4.2

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