Indexes

Message Layouts
PostTrade
Trade

Message

OrderCanceled (C)

ID12

A Canceled Message informs you that an order has been reduced or canceled. This could be acknowledging a Cancel Order Message, or it could be the result of the order timing out or being canceled automatically.

Please note that a Canceled Message does not necessarily mean the entire order is dead; some portion of the order may still be alive.

Field
Name
Type
Req'd
Comments
Pedigree
51

Canceled Order Message.

49
Y

Expressed as nanoseconds since midnight.

53
Y

The UserRefNum of the order being (partially) canceled.

40
Y

The number of shares being decremented from the order. This number is incremental, not cumulative.

30
Y

Reason the order was reduced or canceled.

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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