FIX 4.4 : 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 non-rejected 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 sell-side (broker, exchange, ECN).

11 ClOrdID Y

Unique ID of cancel request as assigned by the institution.

526 SecondaryClOrdID N
583 ClOrdLinkID N
66 ListID N

Required for List Orders

586 OrigOrdModTime N
1 Account N
660 AcctIDSource N
581 AccountType N
Component Block - <Parties> N

Insert here the set of "<Parties>" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Component Block - <FinancingDetails> N

Insert here the set of "<FinancingDetails>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Must match original order

711 NoUnderlyings N

Number of underlyings

=> Component Block - <UnderlyingInstrument> N

Must be provided if Number of underlyings > 0

54 Side Y
60 TransactTime Y

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

Component Block - <OrderQtyData> Y

Insert here the set of "<OrderQtyData>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Note: OrderQty <38> = CumQty <14> + LeavesQty <151> (see exceptions above)

376 ComplianceID 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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