The Order Cancel Request (F) message requests the cancellation of all of the remaining quantity of a pending order. Upon proper execution of this request, an execution report will be sent back. Otherwise, a Cancel Reject (9) message with OrdStatus from the original order will be sent back with the text field populated with the rejection reason.
Order Cancel Request
|
Tag |
Field Name |
Req’d |
Comment |
|
|
Standard Header |
Y |
MsgType = F |
|
11 |
ClOrdID |
Y |
Unique identifier of cancel request as assigned by Client. Note that this identifier will be used in ClOrdID field of the Cancel Reject Message (9) if the replacement request is rejected. Max length: 32. |
|
41 |
OrigClOrdID |
Y |
ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. |
|
1 |
Account |
N |
Must match original order. |
|
21 |
HandlInst |
Y |
Must match original order. |
|
15 |
Currency |
Y |
Must match original order. |
|
22 |
IDSource |
N |
Valid value is 4 = ISIN number. Required if ISIN number is used for equity identification. |
|
48 |
SecurityID |
N |
ISIN number of equity. Required if ISIN number is used for equity identification. |
|
55 |
Symbol |
N |
Equity symbol. Required if Symbol/ SymbolSfx combination is used for equity identification. Must match original order. |
|
65 |
SymbolSfx |
N |
Additional information about the equity. May be specified if Symbol/ SymbolSfx combination is used for equity identification. Must match original order. |
|
54 |
Side |
Y |
Must match original order. |
|
38 |
OrderQty |
Y |
Number of shares ordered. |
|
100 |
ExDestination |
N |
Destination exchange name symbol. Must match original order. |
|
207 |
SecurityExchange |
N |
Destination exchange name symbol. Must match original order. |
|
60 |
TransactTime |
Y |
Time of order creation(expressed in UTC) |
|
52 |
SendingTime |
Y |
Time of message transmission(always expressed in UTC) |
|
|
Standard Trailer |
Y |
|
FIX message example:
8 BeginString = FIX.4.2
9 BodyLength = 163
35 MsgType = F "OrderCancelRequest"
49 SenderCompID = CQGTEST
56 TargetCompID = SERVERTEST
34 MsgSeqNum = 51
50 SenderSubID = 12345
52 SendingTime = 20131205-14:55:54.290
11 ClOrdID = 436
54 Side = 1 "Buy"
38 OrderQty = 10
1 Account = CQGTFX
21 HandlInst = 1 "AutomatedExecutionOrder,Private,NoBrokerIntervention"
60 TransactTime = 20131205-14:55:53.573
22 SecurityIDSource = 4 "ISINNumber"
48 SecurityID = US4581401001
100 ExDestination = O
207 SecurityExchange = O
15 Currency = USD
41 OrigClOrdID = 435
10 CheckSum = 006