...
| Note |
|---|
Important If the first instrument listed in the message has an invalid tag 107-SecurityDesc, the entire message is rejected. All instruments listed in the message must belong to the same Group Code. All instruments belonging to a different Group Code are rejected. |
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) | Always '1' (Cancel per Instrument) |
295 | NoQuoteEntries | Y* | Int (3) | Number of groups to be cancelled. |
→55 | Symbol | Y | String (6) | Group code of the contract. Must be the first tag in the repeating group. |
→107 | SecurityDesc | N | String (20) | Contract to be cancelled, i.e. ESZ5 C1115. |
Y = FIX required Y* = CME Group required N = Not required