iLink 2 Quote Cancel
The Quote Cancel (tag 35-MsgType=Z) message is used for Mass Quote - Cancellation.
The → symbol indicates a repeating tag.
Tag | Name | Enumeration | Req | Description | |
---|---|---|---|---|---|
 |  |  |  |  | |
35 | MsgType | String(2) | Z=Quote Cancel | Y | Header tag identifying message type. |
117 | QuoteID | String(10) | Â | Y | Client system generated identifier of the message. |
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. |
1028 | ManualOrderIndicator | Boolean(1) | Y=manual | 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) | Â | 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) | Â | Y | The number of quotes for the quote set. |
→55 | Symbol | String(6) |
| Y | Must be the first tag in the repeating group. |
→107 | SecurityDesc | String(20) | Instrument to be cancelled. | C | Instrument identifier. |
→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. |
 |  |  |  | End of message. |
Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally
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