Order Cancel Request (F)
Cancel an existing order.
字段
- 标签姓名
Header
要求Y描述Standard header, with 35=F.
- 标签41姓名
OrigClOrdID
要求Y描述The unique ID of the last non-cancelled order assigned by the client. Notice that the maximum size of this tag is 58 bytes.
- 标签37姓名
OrderId
要求N描述The unique ID of the order, as returned to the client in the Execution Report in the OrderId field (37).
- 标签11姓名
ClOrdID
要求Y描述The 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.
- 标签55姓名
Symbol
要求Y描述The same as in the original order.
- 标签54姓名
Side
要求Y描述The same as in the original order.
- 标签60姓名
TransactTime
要求Y描述UTCTimestamp of the request from the client.
- 标签38姓名
OrderQty
要求N描述The quantity being cancelled. This must be the total remaining quantity in the order.
- 标签58姓名
Text
要求N描述Message
- 标签姓名
Trailer
要求Y
