Mass Quotes - Cancel by Group

Using the Quote Cancel (tag 35-MsgType=Z, tag 298-QuoteCancelType=3) message will cancel all quotes for one Group.

The Group is defined in iLink tag 1151-SecurityGroup and corresponds to market data tag 1151-SecurityGroup.

Important

If more than one Group is specified in the message, the entire message is rejected.

A Quote Acknowledgment message confirms unsolicited cancels, See Mass Quotes - Unsolicited Cancel Acknowledgment Messages, for each Group the Mass Quote customer is authorized for, even if the customer does not have resting quotes for the Group.

Repeating groups are designated within the message by the (→) symbol.

Tag	FIX Name	Req	Binary Type	Description

Tag	FIX Name	Req	Binary Type	Description
117	QuoteID	Y	uInt32	Must be unique for all Mass Quote messages for one session.
298	QuoteCancelType	Y	QuoteCxlTyp	Always '3' (Cancel per Group)
295	NoQuoteEntries	Y	Int (3)	Should always be set to '1' for a Cancel per Group.
→48	SecurityID	Y	nt32NULL	Must be the first tag in the repeating group.

Y = Required N = Not required

For bandwidth efficiency, use Quote Cancel – Cancel by Product Group as the primary quote cancel mechanism.