| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Component Block <Standard Header> | Y | MsgType = Z
| |||
| 131 | QuoteReqID | N | Required when quote is in response to a Quote Request message
| ||
| 117 | QuoteID | Y |
| ||
| 298 | QuoteCancelType | Y | Identifies the type of Quote Cancel request.
| ||
| 301 | QuoteResponseLevel | N | Level of Response requested from receiver of quote messages.
| ||
| Component Block <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
| |||
| 1 | Account | N |
| ||
| 660 | AcctIDSource | N |
| ||
| 581 | AccountType | N | Type of account associated with the order (Origin)
| ||
| 336 | TradingSessionID | N |
| ||
| 625 | TradingSessionSubID | N |
| ||
| 295 | NoQuoteEntries | N | The number of securities (instruments) whose quotes are to be canceled
Not required when cancelling all quotes.
| ||
 |
Component Block <Instrument> | N | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
| ||
|
Component Block <Financing Details> | N | Insert here the set of "FinancingDetails" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
| ||
|
711 | NoUnderlyings | N | Number of underlyings
| |
|
|
Component Block <Underlying Instrument> | N | Must be provided if Number of underlyings > 0
| |
|
555 | NoLegs | N | Required for multileg quotes
| |
|
|
Component Block <Instrument Leg> | N | Required for multileg quotes
For Swaps one leg is Buy and other leg is Sell
| |
| Component Block <Standard Trailer> | Y |
| |||
| XML DTD | |||||
| <!ENTITY % QuotCxlCustom "" > <!ENTITY % QuotCxlContent "QuotReqID?, QuotID, QuotCxlTyp, QuotRspLevel?, Ptys?, Acct?, AcctIDSrc?, AcctTyp?, TrdgSessID?, TrdgSessSubID?, QuotCxlEntriesGrp* %QuotCxlCustom;" > <!ELEMENT QuotCxl (%QuotCxlContent;)> <!ATTLIST QuotCxl FIXMsgType_ENUM CDATA #FIXED "Z" Category CDATA #FIXED "QuotationNegotiation" FIXSpecVolume CDATA #FIXED 'Volume3' FullName CDATA #FIXED "QuoteCancel" ComponentType CDATA #FIXED "Message" > | |||||