Using the Quote Cancel (tag 35-MsgType=Z, tag 298-QuoteCancelType=3) message will cancel all quotes for one Group.
| Noteinfo |
|---|
The Group is defined in iLink tag 55-Symbol and corresponds to market data tag 1151-SecurityGroup. |
| Info | ||
|---|---|---|
| ||
If more than one Group is specified in the message, the entire message is rejected. |
...
Y = FIX required Y* = CME Group required N = Not required
| Noteinfo |
|---|
For bandwidth efficiency, use Quote Cancel – Cancel by Product Group as the primary quote cancel mechanism. |
...