Definition
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
Message structure 3937 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
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StandardHeaderComponentRequired
MsgType = Z
StandardHeader definition & usage →
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Required when quote is in response to a Quote Request message
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)
Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified.
Optionally used to supply a message identifier for a quote cancel.
Identifies the type of Quote Cancel request.
Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote).
Level of Response requested from receiver of quote messages.
PartiesRepeating groupCount tag 453—
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TargetPartiesRepeating groupCount tag 1461—
Can be used to specify the parties to whom the Quote Cancel should be applied.
TargetParties definition & usage →
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Type of account associated with the order (Origin)
QuotCxlEntriesGrpRepeating groupCount tag 295—
The number of securities (instruments) whose quotes are to be canceled
Not required when cancelling all quotes.
QuotCxlEntriesGrp definition & usage →
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StandardTrailerComponentRequired
StandardTrailer definition & usage →
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