FIX 4.0 : Order Cancel Request <F> message

Structure | Related Messages


The Order Cancel Request <F> message is used to request the cancellation of all or part of the remaining quantity of an existing order. The CxlType <125> field is used to distinguish if all or part of the outstanding quantity is to be canceled.

Although the Order Cancel Request <F> message can be used to partially cancel (reduce) an order it is recommended that the Order Cancel/Replace Request <G> message be used for that purpose.

The request will only be accepted if the order can successfully be pulled back from the exchange floor without executing.

Note that a cancel request is assigned an order id and is treated as a separate entity. If rejected, the order id of the Cancel Request will be sent in the Cancel Reject <9> message. The OrderID <37> assigned to the cancel request must be unique amongst the OrderID <37>'s assigned to regular orders and replacement orders.


Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = F
41 OrigClOrdID Y

Unique ID of original order as assigned by institution

37 OrderID N

Broker ID of original order

11 ClOrdID Y

Unique ID of cancel request as assigned by the institution.

66 ListID N

Required for List Orders

125 CxlType Y
109 ClientID N

Used for firm identification in third-party transactions.

76 ExecBroker N

Used for firm identification in third-party transactions.

55 Symbol Y
65 SymbolSfx N
48 SecurityID N
22 IDSource N
106 Issuer N
107 SecurityDesc N
54 Side Y
38 OrderQty Y

Original OrderQty <38> for CxlType <125>=F or new OrderQty <38> for CxlType <125>=P.

58 Text N
<MessageTrailer> Y


Related Messages