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 55-Symbol 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 | Type | Description |
|---|---|---|---|---|
117 | QuoteID | Y* | String (10) | Must be unique for all Mass Quote messages for one session. |
298 | QuoteCancelType | Y | Int (1) | Always '3' (Cancel per Group) |
295 | NoQuoteEntries | Y* | Int (3) | Should always be set to '1' for a Cancel per Group. |
→55 | Symbol | Y | String (6) | Must be the first tag in the repeating group. |
Y = FIX required Y* = CME Group required N = Not required
For bandwidth efficiency, use Quote Cancel – Cancel by Product Group as the primary quote cancel mechanism.
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.