QuoteCancel/FIX.4.2
From FIXwiki
Message Content of QuoteCancel (MsgType=Z)
| TagText | FieldName or ComponentName | Required | Description |
|---|---|---|---|
| StandardHeader | x | MsgType = Z
| |
| 131 | QuoteReqID | Required when quote is in response to a Quote Request message
| |
| 117 | QuoteID | x | |
| 298 | QuoteCancelType | x | Identifies the type of Quote Cancel request.
|
| 301 | QuoteResponseLevel | Level of Response requested from receiver of quote messages.
| |
| 336 | TradingSessionID | ||
| 295 | NoQuoteEntries | x | The number of securities whose quotes are to be canceled
|
| 55 | Symbol | x | Must be the first field in the repeating group.
|
| 65 | SymbolSfx | Can be repeated multiple times if message is related to multiple symbols.
| |
| 48 | SecurityID | Can be repeated multiple times if message is related to multiple symbols.
| |
| 22 | IDSource | Can be repeated multiple times if message is related to multiple symbols.
| |
| 167 | SecurityType | 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.
| |
| 200 | MaturityMonthYear | Specifiesthe month and year of maturity. Required if MaturityDay is specified.
| |
| 205 | MaturityDay | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
| |
| 201 | PutOrCall | For Options.
| |
| 202 | StrikePrice | For Options.
| |
| 206 | OptAttribute | For Options.
| |
| 231 | ContractMultiplier | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
| |
| 223 | CouponRate | For Fixed Income.
| |
| 207 | SecurityExchange | Can be used to identify the security.
| |
| 106 | Issuer | Can be repeated multiple times if message is related to multiple symbols.
| |
| 348 | EncodedIssuerLen | Must be set if EncodedIssuer field is specified and must immediately precede it.
| |
| 349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
| |
| 107 | SecurityDesc | Can be repeated multiple times if message is related to multiple symbols.
| |
| 350 | EncodedSecurityDescLen | Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
| |
| 351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
| |
| 311 | UnderlyingSymbol | The symbol of the underlying security of options that should be canceled.
| |
| StandardTrailer | x |
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.