FIX.Latest_EP291 Message

QuoteCancel [type 'Z']


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

Pedigree Added FIX.4.2

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType = ZAdded FIX.4.2
131QuoteReqIDReqID Required when quote is in response to a Quote Request messageAdded FIX.4.2
117QuoteIDQID 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
1751SecondaryQuoteIDQID2 Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified.Added EP126
1166QuoteMsgIDQtMsgID Optionally used to supply a message identifier for a quote cancel.Added EP-1
298QuoteCancelTypeCxlTypYIdentifies the type of Quote Cancel request.Added FIX.4.2
537QuoteTypeTyp Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote).Added EP78 Updated EP126
301QuoteResponseLevelRspLvl Level of Response requested from receiver of quote messages.Added FIX.4.2
ComponentPartiesPty Insert here the set of Parties (firm identification) fields defined in Common Components of Application MessagesAdded FIX.4.3
ComponentTargetPartiesTgtPty Can be used to specify the parties to whom the Quote Cancel should be applied.Added EP85
1AccountAcct Added FIX.4.3
660AcctIDSourceAcctIDSrc Added FIX.4.4
581AccountTypeAcctTyp Type of account associated with the order (Origin)Added FIX.4.3
336TradingSessionIDSesID Added FIX.4.2
625TradingSessionSubIDSesSub Added FIX.4.3
ComponentQuotCxlEntriesGrpQuotCxlEntry The number of securities (instruments) whose quotes are to be canceled
Not required when cancelling all quotes.
Added FIX.4.4