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Quote Cancel (tag 35-MsgType=Z) | Description | ||
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tag 302-QuoteSetID | Identifies quote set to cancel with value submitted on original Mass Quote (tag 35-MsgType=i) message tag 302-QuoteSetID. | ||
tag 134-BidSize | Instruction to cancel all Buy quotes for the Quote Set ID: tag 134=0 (cancel all bids) | ||
tag 135-OfferSize | Instruction to cancel all Sell quotes for the Quote Set ID: tag 135=0 (cancel all offers) | ||
tag 298-Quote Cancel type | Enumeration to indicate that Quote Cancel is for a particular quote set ID. tag 298=100 (Cancel by quote set ID) | ||
Quote Acknowledgment (tag 35-MsgType=b) | |||
tag 297-QuoteAckStatus | Enumeration to indicate that Quote Cancel Acknowledgement Acknowledgment is for Cancel by quote set ID:
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