Order Cancel Request (F)
Cancel an existing order.
Fields
- TagName
Header
ReqYDescriptionStandard header, with 35=F.
- Tag41Name
OrigClOrdID
ReqYDescriptionThe unique ID of the last non-cancelled order assigned by the client. Notice that the maximum size of this tag is 58 bytes.
- Tag37Name
OrderId
ReqNDescriptionThe unique ID of the order, as returned to the client in the Execution Report in the OrderId field (37).
- Tag11Name
ClOrdID
ReqYDescriptionThe 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.
- Tag55Name
Symbol
ReqYDescriptionThe same as in the original order.
- Tag54Name
Side
ReqYDescriptionThe same as in the original order.
- Tag60Name
TransactTime
ReqYDescriptionUTCTimestamp of the request from the client.
- Tag38Name
OrderQty
ReqNDescriptionThe quantity being cancelled. This must be the total remaining quantity in the order.
- Tag58Name
Text
ReqNDescriptionMessage
- TagName
Trailer
ReqYDescription