API documentation

F

Order Cancel Request (F)

Cancel an existing order.

Fields

  • Tag
    Name

    Header

    ReqY
    Description

    Standard header, with 35=F.

  • Tag41
    Name

    OrigClOrdID

    ReqY
    Description

    The unique ID of the last non-cancelled order assigned by the client. Notice that the maximum size of this tag is 58 bytes.

  • Tag37
    Name

    OrderId

    ReqN
    Description

    The unique ID of the order, as returned to the client in the Execution Report in the OrderId field (37).

  • Tag11
    Name

    ClOrdID

    ReqY
    Description

    The unique ID of the cancel request as assigned by the client. Note: This is not the ClOrdID of the order being cancelled, but rather an identifier of the cancel request. However, much like a Cancel/Replace request, from this point onward, the ClOrdID (11) in all following execution reports Execution Report (35=8) will be the value from this field. In essence, this Order to perform a Cancel will replace the previous Order. Notice that the maximum size of this tag is 58 bytes.

  • Tag55
    Name

    Symbol

    ReqY
    Description

    The same as in the original order.

  • Tag54
    Name

    Side

    ReqY
    Description

    The same as in the original order.

  • Tag60
    Name

    TransactTime

    ReqY
    Description

    UTCTimestamp of the request from the client.

  • Tag38
    Name

    OrderQty

    ReqN
    Description

    The quantity being cancelled. This must be the total remaining quantity in the order.

  • Tag58
    Name

    Text

    ReqN
    Description

    Message

  • Tag
    Name

    Trailer

    ReqY
    Description
YRequired — include this field in every message.
NOptional — may be omitted.
N*Conditionally required — optional unless noted in Description (look for (*)).
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