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Quote Cancel (tag 35-MsgType=Z)Description

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:

  • Positive acknowledgment with all cancels accepted (100=Cancel per Quote Set accepted)
  • Positive acknowledgment with some or all cancels rejected (5=Rejected)

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