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K List Cancel Request

This message is used to cancel previously submitted lists, either before or during execution.

If a list has not yet been submitted for execution, this message will instruct the broker not to execute it. If the list is being executed, this message should trigger the broker's system to generate cancel requests for the remaining quantities of each order within the list. Individual orders within the list can be canceled using Order Cancel Request <35=F>.

The response to this message is List Status <35=N>.

Structure

TagNameTypeRequiredDescription
Component
Required
66String
Required
60UTCTimestamp
Required
Time this order request was initiated/released by the trader or trading system
229LocalMktDate
75LocalMktDate
58String
354LengthMust be set if EncodedText field is specified and must immediately precede it
355DataEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
Component
Required