Quote Cancel(Z) — Production FIX API - Deribit API Documentation

The Quote Cancel (Z) message is used by an originator of quotes to cancel his quotes and related orders. The Quote Cancel message supports cancellation 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 cancellation in the QuoteCancelType (298) field and optional additional parameters. The message is the 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 IDs 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

Overview

Session Management

Market Data

Order Management

Position Management

User Management

Market Maker Protection

Mass Quoting

Trade Capture

Security Definition

Quote Cancel(Z) — Production FIX API