Order Cancel Request <F> message – FIX 4.3 – FIX Dictionary

FIX 4.3 : Order Cancel Request <F> message

Description

The Order Cancel Request <F> message requests the cancelation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request <G> should be used to partially cancel (reduce) an order.

The request will only be accepted if the order can successfully be pulled back from the exchange floor without executing.

A cancel request is assigned a ClOrdID <11> and is treated as a separate entity. If rejected, the ClOrdID <11> of the cancel request will be sent in the Cancel Reject <9> message, as well as the ClOrdID <11> of the actual order in the OrigClOrdID <41> field. The ClOrdID <11> assigned to the cancel request must be unique amongst the ClOrdID <11> assigned to regular orders and replacement orders.

An immediate response to this message is required. It is recommended that an ExecutionRpt with ExecType <150>='Pending Cancel' be sent unless the Order Cancel Request <F> can be immediately accepted (ExecutionRpt <8> with ExecType <150>='Canceled') or rejected (Order Cancel Reject <9> message).

Structure

Tag	Field Name	Req'd	Comments
<MessageHeader>		Y	MsgType <35> = F
41	OrigClOrdID	Y	ClOrdID <11> of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.
37	OrderID	N	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
11	ClOrdID	Y	Unique ID of cancel request as assigned by the institution.
526	SecondaryClOrdID	N
583	ClOrdLinkID	N
66	ListID	N	Required for List Orders
586	OrigOrdModTime	N
1	Account	N
581	AccountType	N
Component Block - <Parties>		N	Insert here the set of "<Parties>" (firm identification) fields
Component Block - <Instrument>		Y	Insert here the set of "<Instrument>" (symbology) fields
54	Side	Y
60	TransactTime	Y	Time this order request was initiated/released by the trader or trading system.
Component Block - <OrderQtyData>		Y	Insert here the set of "<OrderQtyData>" fields Note: OrderQty <38> = CumQty <14> + LeavesQty <151> (see exceptions above)
376	ComplianceID	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText <355> field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
<MessageTrailer>		Y