Indexes

Message Layouts
PostTrade
Trade

Message

CancelPending (P)

ID17

A Cancel Pending Message is sent in response to a cancel request for a cross order during a pre-cross late period signifying that it cannot be canceled at this time, but any unexecuted portion of this order will automatically be canceled immediately after the cross completes.

This message will only be sent once for a given UserRefNum. Duplicate cancel requests for the same UserRefNum will be ignored by OUCH.

Field
Name
Type
Req'd
Comments
Pedigree
51

Cancel Pending Message.

49
Y

Expressed as nanoseconds since midnight.

53
Y

The UserRefNum of the order suffering the pending cancel.

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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