CancelOrderRequest (X)
| ID | 3 |
The Cancel Order Message is used to request that an order be canceled or reduced. In the Cancel Order Message, you must specify the new "intended order size" for the order. The "intended order size" is the maximum number of shares that can be executed in total after the cancel is applied.
To cancel the entire balance of an order, you would enter a Cancel Order Message with a Shares field of zero.
Note that the only acknowledgement to a Cancel Order Message is the resulting Canceled Order Message. There is no “too late to cancel” message since by the time you received it, you would already have gotten the execution. Superfluous Cancel Order Messages are silently ignored.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
51 | Cancel Order Message. | ||||
53 | Y | The Order UserRefNum as was originally transmitted in an Enter Order Message. | |||
40 | Y | This is the new intended order size. This limits the maximum number of shares that can potentially be executed in total after the cancel is applied. Entering a zero here will cancel any remaining open shares on this order. | |||
2 | Y | The length of the remaining Optional Appendage field. | |||
29 | Y | The available options supported on this message are: UserRefIdx |
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