FIX 4.2 : Order Cancel Request <F> message

Structure | Related Messages

Description

The Order Cancel Request <F> message requests the cancelation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request <G> should be used to partially cancel (reduce) an order).

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

A cancel request is assigned a ClOrdID <11> and is treated as a separate entity. If rejected, the ClOrdID <11> of the cancel request will be sent in the Cancel Reject <3> message, as well as the ClOrdID <11> of the actual order in the OrigClOrdID <41> field. The ClOrdID <11> assigned to the cancel request must be unique amongst the ClOrdID <11> assigned to regular orders and replacement orders.

An immediate response to this message is required. It is recommended that an ExecutionRpt with ExecType <150>=Pending Cancel be sent unless the Order Cancel Request <F> can be immediately accepted (ExecutionRpt with ExecType <150>=Canceled) or rejected (Order Cancel Reject <9> message).

Structure

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

ClOrdID <11> of the previous order (NOT the initial order of the day) when canceling or replacing an order.

37 OrderID N

Unique identifier of most recent order as assigned by broker.

11 ClOrdID Y

Unique ID of cancel request as assigned by the institution.

66 ListID N

Required for List Orders

1 Account N
109 ClientID N

Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID <115>/DeliverToCompID <128>).

76 ExecBroker N

Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID <115>/DeliverToCompID <128>).

55 Symbol Y
65 SymbolSfx N
48 SecurityID N
22 IDSource N
167 SecurityType N

Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.

200 MaturityMonthYear N

Specifiesthe month and year of maturity. Required if MaturityDay <205> is specified.

205 MaturityDay N

Can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.

201 PutOrCall N

For Options.

202 StrikePrice N

For Options.

206 OptAttribute N

For Options.

231 ContractMultiplier N

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

223 CouponRate N

For Fixed Income.

207 SecurityExchange N

Can be used to identify the security.

106 Issuer N
348 EncodedIssuerLen N

Must be set if EncodedIssuer <349> field is specified and must immediately precede it.

349 EncodedIssuer N

Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.

107 SecurityDesc N
350 EncodedSecurityDescLen N

Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.

351 EncodedSecurityDesc N

Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.

54 Side Y
60 TransactTime Y

Time this order request was initiated/released by the trader or trading system.

38 OrderQty N

Either CashOrderQty <152> or OrderQty <38> is required. OrderQty <38> = CumQty <14> + LeavesQty <151> (see exceptions above)

152 CashOrderQty N

Either CashOrderQty <152> or OrderQty <38> is required. Specifies the approximate 'monetary quantity' for the order. Broker is responsible for converting and calculating OrderQty <38> in shares for subsequent messages.

376 ComplianceID N
377 SolicitedFlag N
58 Text N
354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

<MessageTrailer> Y

 

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