Mass Quotes - Cancel per Instrument
Using the Quote Cancel (tag 35-MsgType=Z, tag 298-QuoteCancelType=1) message will cancel a quote for an instrument. This message may contain up to 15 instruments. The first instrument listed in the message determines the Group Code of the message.
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
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