fix协议介绍18-取消查询订单（QuoteCancel）

FIX.5.0SP2 Message

QuoteCancel [type 'Z']

<QuotCxl>

The Quote Cancel message is used by an originator of quotes to cancel quotes.

The Quote Cancel message supports cancellation of:

• All quotes

• Quotes for a specific symbol or security ID

• All quotes for a security type

• All quotes for an underlying

Added  FIX.4.2

Expand Components | Collapse Components

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

Component

StandardHeader

BaseHeader

MsgType = Z

	131	QuoteReqID	@ReqID		Required when quote is in response to a Quote Request message
	117	QuoteID	@QID		Conditionally required when QuoteCancelType(298) = 5 (cancel quote specified in QuoteID). Maps to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).
	1166	QuoteMsgID	@QtMsgID		Optionally used to supply a message identifier for a quote cancel.
	298	QuoteCancelType	@CxlTyp		Identifies the type of Quote Cancel request.
	537	QuoteType	@Typ		Conditional Required when QuoteCancelType(298)=6[Cancel by QuoteType]
	301	QuoteResponseLevel	@RspLvl		Level of Response requested from receiver of quote messages.

Component

Parties

Pty

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Component

TargetParties

TgtPty

Can be used to specify the parties to whom the Quote Cancel should be applied.

	1	Account	@Acct
	660	AcctIDSource	@AcctIDSrc
	581	AccountType	@AcctTyp		Type of account associated with the order (Origin)
	336	TradingSessionID	@SesID
	625	TradingSessionSubID	@SesSub

Component

QuotCxlEntriesGrp

QuotCxlEntry

The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes.

Component

StandardTrailer

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消息实现：

package cs.mina.codec.msg;

import java.util.HashSet;
import java.util.List;
import java.util.Set;

import cs.mina.exception.InValidDataException;

/*
 *@author(huangxiaoping)
 *@date 2013-12-2
 */
public class QuoteCancelMsg extends BaseMsg {
	private Tag quoteMsgID = new Tag("1166", "String", false);
	private Tag quoteCancelType = new Tag("298", "int", true);
	private Tag parties = new PartiesTag(false);
	private Tag quotCxlEntriesGrp = new QuotCxlEntriesGrpTag(false);

	private Set<String> tagIdsSet = new HashSet<String>();

	public QuoteCancelMsg() {
		this.getHeadEntity().getMsgType().setTagValue("Z");
		tagIdsSet.add("1166");
		tagIdsSet.add("298");
		this.bodyEntity.getBodyTagList().add(quoteMsgID);
		this.bodyEntity.getBodyTagList().add(quoteCancelType);
		this.bodyEntity.getBodyTagList().add(parties);
		this.bodyEntity.getBodyTagList().add(quotCxlEntriesGrp);
	}

	@Override
	public void decodeBody() {
		Set<String> already = new HashSet<String>();
		String input = this.body;
		while (input.length() != 0) {
			String firstTagId = input.substring(0, input.indexOf("="));
			if (firstTagId.equals("453")) {
				input = this.getParties().decode(input, already);
			} else if (firstTagId.equals("295")) {
				input = this.quotCxlEntriesGrp.decode(input, already);
			}  else {
				List<Tag> tagList = this.bodyEntity.getBodyTagList();
				boolean exist = false;
				for (int j = 0; j < tagList.size(); j++) {
					Tag tag = tagList.get(j);
					if (tag.getTagId().equals(firstTagId)) {
						input = tag.decode(input, already);
						exist = true;
						break;
					}
				}
				if (!exist) {
					throw new InValidDataException(firstTagId + "不在消息字段中");
				}
			}

		}
	}

	@Override
	public void validate() {
		this.headEntity.validate();
		List<Tag> bodyTagList = this.bodyEntity.getBodyTagList();
		for (int i = 0; i < bodyTagList.size(); i++) {
			bodyTagList.get(i).validate();
		}
		this.tailerEntity.validate();
		if (quoteCancelType.getTagValue() != null) {
			if (!(Integer.parseInt(quoteCancelType.getTagValue()) >= 1 && Integer
					.parseInt(quoteCancelType.getTagValue()) <= 8)) {
				throw new InValidDataException("quoteCancelType错误["
						+ quoteCancelType.getTagId() + "="
						+ quoteCancelType.getTagValue() + "]");
			}
		}
	}

	public Tag getQuoteMsgID() {
		return quoteMsgID;
	}

	public void setQuoteMsgID(Tag quoteMsgID) {
		this.quoteMsgID = quoteMsgID;
	}

	public Tag getQuoteCancelType() {
		return quoteCancelType;
	}

	public void setQuoteCancelType(Tag quoteCancelType) {
		this.quoteCancelType = quoteCancelType;
	}

	public Tag getParties() {
		return parties;
	}

	public void setParties(Tag parties) {
		this.parties = parties;
	}

	public Tag getQuotCxlEntriesGrp() {
		return quotCxlEntriesGrp;
	}

	public void setQuotCxlEntriesGrp(Tag quotCxlEntriesGrp) {
		this.quotCxlEntriesGrp = quotCxlEntriesGrp;
	}

	public Set<String> getTagIdsSet() {
		return tagIdsSet;
	}

	public void setTagIdsSet(Set<String> tagIdsSet) {
		this.tagIdsSet = tagIdsSet;
	}

}

消息处理：略