Unsolicited Cancel

An unsolicited Cancel Execution Report (8) message will be sent to a FIX Client if the exchange cancels the order and reports the same to us. Examples:

1. The exchange expires orders.

The following FIX tags are populated:

 

20 ExecTransType  = 0      "New"

150 ExecType         = C      "Expired"

 

Alternatively,

 

20 ExecTransType  = 0      "New"

150 ExecType         = 3      "DoneForDay"

 

2. The order is cancelled according to an exchange request which did not originate from this Fix Client.

The following FIX tags are populated:

 

20 ExecTransType  = 0      "New"

150 ExecType         = 4      "Canceled"