OrderCancelRequest (F)
The OrderCancelRequest (F) message requests the cancellation of an existing order.
If the cancellation is accepted and executed, the exchange will respond with an ExecutionReport (8) message.
If the cancel is rejected, an OrderCancelReject (9) message will be sent.
Tag | FieldName | Data type | Req’d | Comments |
|---|---|---|---|---|
StandardHeader |
| Y | MsgType = F SenderSubID (50) is required (cancelling trader). | |
11 | ClOrdID | String [20] | Y | Unique identifier for the cancel request. |
37 | OrderID | String [18] | Unique order identifier as assigned by NSX that identifies the order to be cancelled. If provided, OrigClOrdID (41) is ignored. | |
41 | OrigClOrdID | String [20] | Last ClOrdID (11) used to successfully enter or amend the order. Required if OrderID (37) is not specified. Ignored if OrderID (37) is supplied. | |
55 | Symbol | String [100] | Y | Marketplace text identifier for a security. This tag is required to comply with the FIX protocol. The value is ignored. |
48 | SecurityID | String [10] | Unique marketplace assigned integer identifier for an orderbook, providing fast lookup. This tag is required to comply with the FIX protocol. The value is ignored. Required if Symbol (55) is not specified. | |
22 | SecurityIDSource | String | Required if SecurityID (48) specified. Valid values | |
762 | SecuritySubType | String [20] | The Board on which the Symbol is listed. Corresponds to the Board field from the ITCH Orderbook Directory [R] message. Ignored if SecurityID (48) is specified. If not specified, the main Board for the security. | |
54 | Side | char | Y | Side of the order. This tag is required to comply with the FIX protocol. The value is ignored. |
60 | TransactTime | UTCTimeStamp | Y | Timestamp when the business transaction represented by the message occurred. |
Standard Trailer |
| Y |
| |