Mass Quotes - Cancel All Quotes
- CME Group
Using the Quote Cancel (tag 35-MsgType=Z, tag 298-QuoteCancelType=4) message will cancel all active quotes across all products. The client system will receive a Quote Cancel Acknowledgment (response) per permissioned Product Code.
For Market Segment Gateway sessions, using the Quote Cancel message will cancel all active quotes across all products only for the MarketSegmentID on which the Quote Cancel request was initiated.
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) | '4' (Cancel All) Can be 'A' or 'B' if triggered by disconnect or logout. |
295 | NoQuoteEntries | Y | Int (3) | Number of groups to be cancelled. |
→55 | Symbol | Y | String (6) | Always [N/A]. |
→107 | SecurityDesc | N | String (20) |
Y = FIX required Y = CME Group required N = Not required
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