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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
66String
109String
76String
55String
Required
65String
48String
22String Enum
167String Enum
200MonthYear
205DayOfMonth
201Int Enum
202Float
206String
207String
106String
107String
54String Enum
Required
38Int
152Float
58String
Component
Required