Order Cancel Request <F> message – FIX 4.2 – FIX Dictionary

FIX 4.2 : Order Cancel Request <F> message

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 <9> 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 <8> with ExecType <150> ='Pending Cancel' be sent unless the Order Cancel Request <F> can be immediately accepted (ExecutionRpt <8> 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	Specifies the 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