Message OrderCancelRequest (F)

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order.

Added in protocol FIX.2.7

See in: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = F Y FIX.2.7
41 OrigClOrdID ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Y FIX.2.7
37 OrderID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.2.7
11 ClOrdID Unique ID of cancel request as assigned by the institution. Y FIX.2.7
526 SecondaryClOrdID FIX.4.3
583 ClOrdLinkID FIX.4.3
66 ListID Required for List Orders FIX.2.7
586 OrigOrdModTime FIX.4.3
1 Account FIX.4.2
660 AcctIDSource FIX.4.4
581 AccountType FIX.4.3
BlockRepeating Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
Block Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Y FIX.4.3
Block FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order FIX.4.4
ImplicitBlockRepeating UndInstrmtGrp Number of underlyings FIX.4.4
54 Side Y FIX.2.7
60 TransactTime Time this order request was initiated/released by the trader or trading system. Y FIX.4.2
Block OrderQtyData Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) Y FIX.4.3
376 ComplianceID FIX.4.2
58 Text FIX.2.7
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.2
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
Block StandardTrailer Y FIX.2.7