Message
OrderCancelRequest (F)
| ID | 16 |
| Abbr Name | OrdCxlReq |
| Pedigree | Added FIX.2.7 |
The order cancel request message requests the cancellation of all the remaining quantity of an existing order.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = F | Added FIX.2.7 | ||
41 | Y | ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. | Added FIX.2.7 | ||
37 | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | Added FIX.2.7 | |||
11 | Y | Unique ID of cancel request as assigned by the institution. | Added FIX.2.7 | ||
526 | Added FIX.4.3 | ||||
583 | Added FIX.4.3 | ||||
66 | Required for List Orders | Added FIX.2.7 | |||
586 | Added FIX.4.3 | ||||
1 | Added FIX.4.2 | ||||
660 | Added FIX.4.4 | ||||
581 | Added FIX.4.3 | ||||
Parties | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | |||
Instrument | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | ||
FinancingDetails | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order | Added FIX.4.4 | |||
UndInstrmtGrp | Number of underlyings | Added FIX.4.4 | |||
54 | Y | Added FIX.2.7 | |||
60 | Y | Time this order request was initiated/released by the trader or trading system. | Added FIX.4.2 | ||
OrderQtyData | Y | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) | Added FIX.4.3 | ||
376 | Added FIX.4.2 | ||||
58 | Added FIX.2.7 | ||||
354 | Must be set if EncodedText field is specified and must immediately precede it. | Added FIX.4.2 | |||
355 | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | Added FIX.4.2 | |||
StandardTrailer | Y | Added FIX.2.7 |
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