Quote Cancel(Z) — Production FIX API

QuoteCancel(Z) cancels one or many previously submitted mass quotes on the Deribit production FIX API without needing to submit any replacement quotes.

The Quote Cancel (Z) message is used by an originator of quotes to cancel his quotes and related orders.

The Quote Cancel message supports cancelation of:

• All quotes
• Quotes for a specific symbol
• All quotes for a security kind (like futures, options)
• By QuoteSetID
• By base Currency of the instruments
• By Delta range

The canceling is accomplished by indicating the type of cancelation in the QuoteCancelType (298) field and optional additional parameters.

The message is equivalent of the private/cancel_quotes and shares the same semantic, so it is quite different from the other exchanges. The same as the Websockets “alter-ego” it is acknowledged only via list (possibly empty) of cancelled orders, namely as the Order Mass Cancel Report (r) with ClOrdID equal to the QuoteMsgID of the request, with the affected order ID’s and subsequent Execution Report (8)-s for each individual cancelled order if there are any.

Tag	Name	Type	Required	Comments
1166	QuoteMsgID	String	No	Optionally used to supply a message identifier for a quote cancel.
298	QuoteCancelType	int	No	Default is 4. Identifies the type of Quote Cancel (Z) request. 1 = Cancel for Symbol(55), 2 = Cancel for SecurityType (167), 4 = Cancel All Quotes, 5 = for Currency (5), 6 = for QuoteSetID (302), 7 = for Delta range defined by MinDelta and MaxDelta see below
55	Symbol	String	Required if QuoteCancelType = 1	Common, “human understood” representation of the security, e.g., BTC-28JUL17, see instrument naming convention for more details.
15	Currency	String	if QuoteCancelType = 2, 5 or 7	Currency
9031	FreezeQuotes	Boolean	No	Whether or not to reject incoming quotes for 1 second after cancelling
167	SecurityType	String	If QuoteCancelType=2	Describes type of security. Possible values: FUT for futures, OPT for options, FUTCO for future combo, OPTCO for option combo SPOT for spot
302	QuoteSetID	String	Required if QuoteCancelType = 6	Identifier for the Quote Set
9032	MinDelta	float	Required if QuoteCancelType = 7	Min Delta to cancel by delta range
9033	MaxDelta	float	Required if QuoteCancelType = 7	Max Delta to cancel by delta range