FIX.4.4 Message

OrderCancelRequest [type 'F']

<OrdCxlReq>

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order.


Added  FIX.2.7

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = F

 
41OrigClOrdID@OrigID

ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.

 
37OrderID@OrdID 

Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).

 
11ClOrdID@ID

Unique ID of cancel request as assigned by the institution.

 
526SecondaryClOrdID@ID2  
583ClOrdLinkID@LnkID  
66ListID@ListID 

Required for List Orders

 
586OrigOrdModTime@OrigOrdModTm  
1Account@Acct  
660AcctIDSource@AcctIDSrc  
581AccountType@AcctTyp  
ComponentPartiesPty 

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

 
ComponentInstrumentInstrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentFinancingDetailsFinDetls 

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

Must match original order

 
ComponentUndInstrmtGrpUndly 

Number of underlyings

 
54Side@Side 
60TransactTime@TxnTm

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

 
ComponentOrderQtyDataOrdQty

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

Note: OrderQty = CumQty + LeavesQty (see exceptions above)

 
376ComplianceID@ComplianceID  
58Text@Txt  
354EncodedTextLen@EncTxtLen 

Must be set if EncodedText field is specified and must immediately precede it.

 
355EncodedText@EncTxt 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 
ComponentStandardTrailer