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  • Documentation

  • Message

    OrderCancelRequest (F)

    ID16
    PedigreeAdded FIX.2.7

    The order cancel request message is used to request the cancellation of all remaining quantity of an existing order.

    Do not use this message to reduce the quantity of (i.e. partially cancel) an outstanding order, use the Cancel/Replace Request for this purpose.

    The request will only be accepted if the order can successfully be pulled back from the exchange floor without executing.

    Field
    Name
    Type
    Req'd
    Comments
    Pedigree
    Y
    MsgType = F
    Added FIX.2.7
    101
    Y
    Unique ID of Cancel Request
    Added FIX.2.7
    37
    Broker ID of original order
    Added FIX.2.7
    11
    Y
    Client ID of original order
    Added FIX.2.7
    66
    Required for List Orders
    Added FIX.2.7
    1
    Added FIX.2.7
    63
    Absence of this field is interpreted as Regular.
    Added FIX.2.7
    64
    Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)
    Added FIX.2.7
    21
    Y
    Added FIX.2.7
    55
    Y
    Added FIX.2.7
    65
    Added FIX.2.7
    48
    Added FIX.2.7
    22
    Added FIX.2.7
    54
    Y
    Added FIX.2.7
    38
    Y
    Added FIX.2.7
    40
    Y
    Added FIX.2.7
    44
    Required for limit and stop OrdTypes
    Added FIX.2.7
    15
    Message without currency field is interpreted as US dollars
    Added FIX.2.7
    59
    Absence of this field indicates Day order
    Added FIX.2.7
    12
    Added FIX.2.7
    13
    Added FIX.2.7
    47
    Added FIX.2.7
    58
    Added FIX.2.7
    Y
    Added FIX.2.7

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