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F Order Cancel Request

This message is used to request the cancellation of the remaining quantity of an existing order. The Order Cancel/Replace Request <35=G> should be used to reduce an order's quantity.

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

Each request is assigned a ClOrdID (11) and is treated as a separate entity. The ClOrdID (11) assigned to the request must be unique amongst the ClOrdID (11) assigned to regular orders and replacement orders.

If rejected, the ClOrdID (11) of the request will be sent in the Order Cancel Reject <35=9> message, as well as the ClOrdID (11) of the actual order in the OrigClOrdID (41) field.

An immediate response to this message is required. It is recommended that an Execution Report <35=8> with ExecType (150) = "Pending Cancel" be sent unless the request can be immediately accepted or rejected.

Structure

TagNameTypeRequiredDescription
Component
Required
41String
Required
37String
11String
Required
526String
583String
66String
586UTCTimestamp
1String
581Int Enum
Component
Component
Required
54Char Enum
Required
60UTCTimestamp
Required
Component
Required
376String
58String
354Length
355Data
Component
Required