QuoteCancel
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FIX Message QuoteCancel (MsgType=Z)
| MsgType | FIX Specification | First introduced |
|---|---|---|
| MsgType=Z | PreTrade messages - QuotationNegotiation | 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 accomplished by indicating the type of cancelation in the QuoteCancelType field.
It is recommended that all Cancel messages be acknowledged using the Quote Status Report message.
The Quote Cancelation only applies to quotes made by the current FIX user.
Message Contents By FIX Version
Notes
Please post comments, clarifications, examples here. Click on the edit button on the right and away you go!
Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.
For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.
