Order Cancel Request (F)
Cancel an existing order.
Des champs
- ÉtiqueterNom
Header
DemandeYDescriptionStandard header, with 35=F.
- Étiqueter41Nom
OrigClOrdID
DemandeYDescriptionThe unique ID of the last non-cancelled order assigned by the client. Notice that the maximum size of this tag is 58 bytes.
- Étiqueter37Nom
OrderId
DemandeNDescriptionThe unique ID of the order, as returned to the client in the Execution Report in the OrderId field (37).
- Étiqueter11Nom
ClOrdID
DemandeYDescriptionThe unique ID of the cancel request as assigned by the client. Note: This is not the ClOrdID of the order being cancelled, but rather an identifier of the cancel request. However, much like a Cancel/Replace request, from this point onward, the ClOrdID (11) in all following execution reports Execution Report (35=8) will be the value from this field. In essence, this Order to perform a Cancel will replace the previous Order. Notice that the maximum size of this tag is 58 bytes.
- Étiqueter55Nom
Symbol
DemandeYDescriptionThe same as in the original order.
- Étiqueter54Nom
Side
DemandeYDescriptionThe same as in the original order.
- Étiqueter60Nom
TransactTime
DemandeYDescriptionUTCTimestamp of the request from the client.
- Étiqueter38Nom
OrderQty
DemandeNDescriptionThe quantity being cancelled. This must be the total remaining quantity in the order.
- Étiqueter58Nom
Text
DemandeNDescriptionMessage
- ÉtiqueterNom
Trailer
DemandeY