Using the Quote Cancel (tag 35-MsgType=Z, tag 298-QuoteCancelType=4) message will cancel all active quotes across all products. The client system will receive a Quote Cancel Acknowledgment (response) per permissioned Product Code.
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For Market Segment Gateway sessions, using the Quote Cancel message will cancel all active quotes across all products only for the MarketSegmentID on which the Quote Cancel request was initiated. |
Repeating groups are designated within the message by the (→) symbol.
Tag | FIX Name | Req | Type | Description |
|---|---|---|---|---|
117 | QuoteID | Y | String (10) | This is the identifier of the Quote Cancel message. It should be unique per trading session. |
298 | QuoteCancelType | Y | Int (1) | '4' (Cancel All) Can be 'A' or 'B' if triggered by disconnect or logout. |
295 | NoQuoteEntries | Y | Int (3) | Number of groups to be cancelled. |
→55 | Symbol | Y | String (6) | Always [N/A]. |
→107 | SecurityDesc | N | String (20) |
Y = FIX required Y = CME Group required N = Not required