OrderCancelRequest Message

<OrdCxlReq/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = F
41 OrigClOrdID OrigClOrdID ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.
Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID
37 OrderID OrdID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
11 ClOrdID ClOrdID Yes Unique ID of cancel request as assigned by the institution.
526 SecondaryClOrdID ClOrdID2
583 ClOrdLinkID ClOrdLinkID
66 ListID ListID Required for List Orders
586 OrigOrdModTime OrigOrdModTm
1 Account Acct
660 AcctIDSource AcctIDSrc
581 AccountType AcctTyp
Parties Pty Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Instrument Instrmt Yes Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails FinDetls Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order
UndInstrmtGrp Undly Number of underlyings
54 Side Side Yes
60 TransactTime TxnTm Yes Time this order request was initiated/released by the trader or trading system.
OrderQtyData OrdQty Yes Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Note: OrderQty = CumQty + LeavesQty (see exceptions above)
376 ComplianceID ComplianceID
58 Text Txt
354 EncodedTextLen EncTxtLen Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText EncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer Trlr Yes