FIX.4.2 Message

QuoteCancel [type 'Z']

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


Added  FIX.4.2

Expand Components | Collapse Components

Field or ComponentField NameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = Z

 
131QuoteReqID 

Required when quote is in response to a Quote Request message

 
117QuoteID 
298QuoteCancelType

Identifies the type of Quote Cancel request.

 
301QuoteResponseLevel 

Level of Response requested from receiver of quote messages.

 
336TradingSessionID  
Repeating Group 295NoQuoteEntries

The number of securities whose quotes are to be canceled

 
55Symbol

Must be the first field in the repeating group.

 
65SymbolSfx 

Can be repeated multiple times if message is related to multiple symbols.

 
48SecurityID 

Can be repeated multiple times if message is related to multiple symbols.

 
22IDSource 

Can be repeated multiple times if message is related to multiple symbols.

 
167SecurityType 

Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

 
200MaturityMonthYear 

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

 
205MaturityDay 

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

 
201PutOrCall 

For Options.

 
202StrikePrice 

For Options.

 
206OptAttribute 

For Options.

 
231ContractMultiplier 

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

 
223CouponRate 

For Fixed Income.

 
207SecurityExchange 

Can be used to identify the security.

 
106Issuer 

Can be repeated multiple times if message is related to multiple symbols.

 
348EncodedIssuerLen 

Must be set if EncodedIssuer field is specified and must immediately precede it.

 
349EncodedIssuer 

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

 
107SecurityDesc 

Can be repeated multiple times if message is related to multiple symbols.

 
350EncodedSecurityDescLen 

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

 
351EncodedSecurityDesc 

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

 
311UnderlyingSymbol 

The symbol of the underlying security of options that should be canceled.

 
end Repeating Group
ComponentStandardTrailer