35=Z "quote cancel" message / OrderCancelType

, ,
1

Imported from previous forum

2

Hi,

Do I understand correctly that when I’m cancelling a single quote
I should specify “CANCEL for SYMBOL” as QuoteCancelType?

Thanks.
Evgeny.

3

Hi Evgeny,

As far as I know yes, you should specify CANCEL for SYMBOL. This is used to specify just one quote.

Hope this helps,
Giancarlo

Hi,

Do I understand correctly that when I’m cancelling a single quote I
should specify “CANCEL for SYMBOL” as QuoteCancelType?

Thanks. Evgeny.

4

Thanks a lot, Giancarlo.
Do I need to specify NoQuoteEntries in that case?
My assumption is that I don’t need it.

As far as I know yes, you should specify CANCEL for SYMBOL. This is used
to specify just one quote.

Hope this helps, Giancarlo

Hi,

Do I understand correctly that when I’m cancelling a single quote I
should specify “CANCEL for SYMBOL” as QuoteCancelType?

Thanks. Evgeny.

5

Yes, I’m pretty sure you do. It’s a required field too.

Giancarlo

Thanks a lot, Giancarlo. Do I need to specify NoQuoteEntries in that
case? My assumption is that I don’t need it.

As far as I know yes, you should specify CANCEL for SYMBOL. This is
used to specify just one quote.

Hope this helps, Giancarlo

Hi,

Do I understand correctly that when I’m cancelling a single quote I
should specify “CANCEL for SYMBOL” as QuoteCancelType?

Thanks. Evgeny.

6

[ original email was from Matt Simpson - msimpson@cme.com ]
FIX 5.0 introduced the concept of cancelling a specific quote through referencing the QuoteID. A new value of “Cancel quote specified in QuoteID” (5) has been added to the field QuoteCancelType for this purpose. I would recommend that this be used when targeting a specific quote.

Volume 3 needs to be updated to refelct this practice. Look for this in the upcoming FIX 5.0 Errata release.

Yes, I’m pretty sure you do. It’s a required field too.

Giancarlo

Thanks a lot, Giancarlo. Do I need to specify NoQuoteEntries in that
case? My assumption is that I don’t need it.

As far as I know yes, you should specify CANCEL for SYMBOL. This is
used to specify just one quote.

Hope this helps, Giancarlo

Hi,

Do I understand correctly that when I’m cancelling a single quote
I should specify “CANCEL for SYMBOL” as QuoteCancelType?

Thanks. Evgeny.

7

Thank you.
I’m using FIX4.4 here.I do not have option to go for FIX 5.0

I was under impression that I’m doing it with FIX4.4
QuoteCancel message contains QuoteID field in it. I thought it was the place where I have to specify which quote ID I’m cancelling.

FIX 5.0 introduced the concept of cancelling a specific quote through
referencing the QuoteID. A new value of “Cancel quote specified in
QuoteID” (5) has been added to the field QuoteCancelType for this
purpose. I would recommend that this be used when targeting a
specific quote.

Volume 3 needs to be updated to refelct this practice. Look for this in
the upcoming FIX 5.0 Errata release.

Yes, I’m pretty sure you do. It’s a required field too.

Giancarlo

Thanks a lot, Giancarlo. Do I need to specify NoQuoteEntries in that
case? My assumption is that I don’t need it.

As far as I know yes, you should specify CANCEL for SYMBOL. This
is used to specify just one quote.

Hope this helps, Giancarlo

Hi,

Do I understand correctly that when I’m cancelling a single
quote I should specify “CANCEL for SYMBOL” as QuoteCancelType?

Thanks. Evgeny.

8

Thank you very much for you help.
Evgeny.

Yes, I’m pretty sure you do. It’s a required field too.

Giancarlo

Thanks a lot, Giancarlo. Do I need to specify NoQuoteEntries in that
case? My assumption is that I don’t need it.

As far as I know yes, you should specify CANCEL for SYMBOL. This is
used to specify just one quote.

Hope this helps, Giancarlo

Hi,

Do I understand correctly that when I’m cancelling a single quote
I should specify “CANCEL for SYMBOL” as QuoteCancelType?

Thanks. Evgeny.