The order cancel request message requests the cancellation of all of the remaining quantity of an existing order.
Added
FIX.2.7
Expand Components | Collapse Components
Field or Component | Field Name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = F |
41 | OrigClOrdID |
ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. | |||
37 | OrderID |
Unique identifier of most recent order as assigned by broker. | |||
11 | ClOrdID |
Unique ID of cancel request as assigned by the institution. | |||
66 | ListID |
Required for List Orders | |||
1 | Account | ||||
109 | ClientID |
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | |||
76 | ExecBroker |
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | |||
55 | Symbol | ||||
65 | SymbolSfx | ||||
48 | SecurityID | ||||
22 | IDSource | ||||
167 | SecurityType |
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | |||
200 | MaturityMonthYear |
Specifiesthe month and year of maturity. Required if MaturityDay is specified. | |||
205 | MaturityDay |
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | |||
201 | PutOrCall |
For Options. | |||
202 | StrikePrice |
For Options. | |||
206 | OptAttribute |
For Options. | |||
231 | ContractMultiplier |
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 |
For Fixed Income. | |||
207 | SecurityExchange |
Can be used to identify the security. | |||
106 | Issuer | ||||
348 | EncodedIssuerLen |
Must be set if EncodedIssuer field is specified and must immediately precede it. | |||
349 | EncodedIssuer |
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | |||
107 | SecurityDesc | ||||
350 | EncodedSecurityDescLen |
Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | |||
351 | EncodedSecurityDesc |
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | |||
54 | Side | ||||
60 | TransactTime |
Time this order request was initiated/released by the trader or trading system. | |||
38 | OrderQty |
Either CashOrderQty or OrderQty is required. OrderQty = CumQty + LeavesQty (see exceptions above) | |||
152 | CashOrderQty |
Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. | |||
376 | ComplianceID | ||||
377 | SolicitedFlag | ||||
58 | Text | ||||
354 | EncodedTextLen |
Must be set if EncodedText field is specified and must immediately precede it. | |||
355 | EncodedText |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
Component | StandardTrailer |
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