| ID | 16 |
| Pedigree | Added FIX.2.7, Updated FIX.4.1 |
The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).
The request will only be accepted if the order can successfully be pulled back from the exchange floor without executing.
A cancel request is assigned a ClOrdID and is treated as a separate entity. If rejected, the ClOrdID of the cancel request will be sent in the Cancel Reject message, as well as the ClOrdID of the actual order in the OrigClOrdID field. The ClOrdID assigned to the cancel request must be unique amongst the ClOrdID assigned to regular orders and replacement orders.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = F | Added FIX.2.7 | ||
101 | Y | Unique ID of Cancel Request | Added FIX.2.7 Deprecated FIX.3.0 | ||
41 | Y | ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. | Added FIX.3.0 Updated FIX.4.1 | ||
37 | Unique identifier of most recent order as assigned by broker. | Added FIX.2.7 Updated FIX.4.1 | |||
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 Deprecated FIX.4.1 | |||
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 | ||||
167 | 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. | Added FIX.4.1 | |||
200 | For Options or Futures to specify the month and year of maturity. | Added FIX.4.1 | |||
205 | For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | Added FIX.4.1 | |||
201 | For Options. | Added FIX.4.1 | |||
202 | For Options. | Added FIX.4.1 | |||
206 | For Options. | Added FIX.4.1 | |||
207 | Can be used to identify the security. | Added FIX.4.1 | |||
106 | Added FIX.3.0 | ||||
107 | Added FIX.3.0 | ||||
54 | Y | Added FIX.2.7 | |||
38 | Either CashOrderQty or OrderQty is required. OrderQty = CumQty + LeavesQty (see exceptions above) | Added FIX.2.7 Updated FIX.4.1 | |||
152 | Either CashOrderQty or OrderQty is required. Specifies the approximate “dollar quantity” for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. | Added FIX.4.1 | |||
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 | ||||
StandardTrailer | Y | Added FIX.2.7 |
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