Automated Quote Cancel

If configured for the subscriber, OpenYield cancels the limit order for the responder's quote on the marketplace at the end of the firm window, if any quantity is unfilled at that time and the limit order is still on the market.

OpenYield signals the quote cancellation with a QuoteStatusReport (35=AI) with QuoteStatus Canceled for Symbol (297=1). OpenYield appends -CANCEL to the responder's QuoteID (117) on this message:

8=FIX.4.4 9=252 35=AI 34=1469 49=OPENYIELD-RQ 52=20250214-21:28:40.001 56=SHERWOOD-RQ 22=4 48=US023135CF19 54=1 55=US023135CF19 117=SHERW-RR-00000012-CANCEL 131=RFO20250214-SD-000000000026 132=97.3681 134=100 297=1 453=1 448=WOOD 452=4 693=RSP20250214-OD-000000000126 10=247