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  • Message

    OrderCancelRequest (F)

    ID16
    PedigreeAdded FIX.2.7, Updated FIX.4.0

    The order cancel request message is used to request the cancellation of all or part of the remaining quantity of an existing order. The CxlType field is used to distinguish if all or part of the outstanding quantity is to be canceled.

    Although the Order Cancel Request message can be used to partially cancel (reduce) an order it is recommended that the Cancel/Replace Request message be used for that purpose.

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

    Note that a cancel request is assigned an order id and is treated as a separate entity. If rejected, the order id of the cancel request will be sent in the Cancel Reject message. The OrderID assigned to the cancel request must be unique amongst the OrderID’s assigned to regular orders and replacement orders.

    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
    Deprecated FIX.3.0
    41
    Y
    Unique ID of original order as assigned by institution
    Added FIX.3.0
    37
    Broker ID of original order
    Added FIX.2.7
    11
    Y
    Unique ID of cancel request as assigned by the institution.
    Added FIX.2.7
    Updated FIX.3.0
    66
    Required for List Orders
    Added FIX.2.7
    125
    Y
    Added FIX.4.0
    109
    Used for firm identification in third-party transactions.
    Added FIX.3.0
    76
    Used for firm identification in third-party transactions.
    Added FIX.3.0
    1
    Added FIX.2.7
    Deprecated FIX.4.0
    63
    Absence of this field is interpreted as Regular.
    Added FIX.2.7
    Deprecated FIX.4.0
    64
    Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)
    Added FIX.2.7
    Deprecated FIX.4.0
    21
    Y
    Added FIX.2.7
    Deprecated FIX.4.0
    55
    Y
    Added FIX.2.7
    65
    Added FIX.2.7
    48
    Added FIX.2.7
    22
    Added FIX.2.7
    106
    Added FIX.3.0
    107
    Added FIX.3.0
    54
    Y
    Added FIX.2.7
    38
    Y
    Original OrderQty for CxlType=F or new OrderQty for CxlType=P.
    Added FIX.2.7
    Updated FIX.4.0
    40
    Y
    Added FIX.2.7
    Deprecated FIX.4.0
    44
    Required for limit and stop OrdTypes
    Added FIX.2.7
    Deprecated FIX.4.0
    15
    Message without currency field is interpreted as US dollars
    Added FIX.2.7
    Deprecated FIX.4.0
    59
    Absence of this field indicates Day order
    Added FIX.2.7
    Deprecated FIX.4.0
    12
    Added FIX.2.7
    Deprecated FIX.4.0
    13
    Added FIX.2.7
    Deprecated FIX.4.0
    47
    Added FIX.2.7
    Deprecated FIX.4.0
    58
    Added FIX.2.7
    Y
    Added FIX.2.7

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