iLink 2 Quote Cancel

iLink 2 Standard Header - Client System to CME Globex

MsgType

String(2)

Z=Quote Cancel

Y

Header tag identifying message type.

117

QuoteID

String(10)

Y

Client system generated identifier of the message.
Should be unique per message trading session.

298

QuoteCancelType

Int(1)

1=Cancel per instrument

3=Cancel per group code

4=Cancel all quotes

100=Cancel per quote set

Y

Specifies level of quote cancel - by instrument, Product Code, Quote Set ID, or all.

See Mass Quotes - Cancellation.

1028

ManualOrderIndicator

Boolean(1)

Y=manual
N=automated

Y*

'N' indicates the message was generated by automated trading logic.

iLink messages containing a value other than 'Y' or 'N' in this tag will be rejected. 

This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

5149

Memo

String(75)

N

Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing

Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.

295

NoQuoteEntries

Int(3)

Y

The number of quotes for the quote set.

→55

Symbol

String(6)

• For cancel per instrument, cancel per Product Code, and cancel Quote Set, must contain Product Code of contract.

• Always [N/A] for Cancel All.

Y

Must be the first tag in the repeating group.
This tag contains the Group Code of the instrument.

→107

SecurityDesc

String(20)

Instrument to be cancelled.

C

Instrument identifier.
Example: ESZ0 C115

→302

QuoteSetID

String(3)

N*

Client system generated identifier of the message. Must be unique per mass quote message per trading session.

→134

BidSize

Int(9)

N

A value of '0' sent in this tag cancels quotes on this side for the given instrument.

→135

OfferSize

Int(9)

N

A value of '0' sent in this tag cancels quotes on this side for the given instrument.

iLink 2 Standard Message Trailer

End of message.