| ID | 33 |
| Pedigree | Added FIX.4.2 |
The Quote Cancel message is used by an originator of quotes to cancel quotes.
The Quote Cancel message supports cancelation of:
- All quotes
- Quotes for a specific symbol or security ID
- All quotes for a security type
- All quotes for an underlying
Canceling a Quote is acccomplished by indicating the type of cancelation in the QuoteCancelType field.
The Quote Cancelation only applies to quotes made by the current FIX user.
Options usage notes:
Normal usage would be to cancel the quotes for a symbol. This is the reason that the use of further nesting similar to the quote is not used in this message. You are able to cancel quotes for specific series by specifying each option series in the repeating group.
It is recommended that all Cancel messages be acknowledged using the Quote Acknowledgement message
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = Z | Added FIX.4.2 | ||
131 | Required when quote is in response to a Quote Request message | Added FIX.4.2 | |||
117 | Y | Added FIX.4.2 | |||
298 | Y | Identifies the type of Quote Cancel request. | Added FIX.4.2 | ||
301 | Level of Response requested from receiver of quote messages. | Added FIX.4.2 | |||
336 | Added FIX.4.2 | ||||
QuotCxlEntriesGrp | Y | The number of securities whose quotes are to be canceled | Added FIX.4.2 | ||
StandardTrailer | Y | Added FIX.4.2 |
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