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.4.2, FIX.4.3, FIX.4.4, 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 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 broker. FIX.2.7
11 ClOrdID Unique ID of cancel request as assigned by the institution. Y FIX.2.7
66 ListID Required for List Orders FIX.2.7
109 ClientID Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker Used for firm identification in third-party transactions. FIX.2.7
55 Symbol Y FIX.2.7
65 SymbolSfx FIX.2.7
48 SecurityID FIX.2.7
22 IDSource FIX.2.7
167 SecurityType 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. FIX.4.1
200 MaturityMonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall For Options. FIX.4.1
202 StrikePrice For Options. FIX.4.1
206 OptAttribute For Options. FIX.4.1
207 SecurityExchange Can be used to identify the security. FIX.4.1
106 Issuer FIX.3.0
107 SecurityDesc FIX.3.0
54 Side Y FIX.2.7
38 OrderQty Either CashOrderQty or OrderQty is required. OrderQty = CumQty + LeavesQty (see exceptions above) FIX.2.7
152 CashOrderQty 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. FIX.4.1
58 Text FIX.2.7
Block StandardTrailer Y FIX.2.7