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>.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
66 | String | |||
60 | UTCTimestamp | Time this order request was initiated/released by the trader or trading system | ||
229 | LocalMktDate | |||
75 | LocalMktDate | |||
58 | String | |||
354 | Length | Must be set if EncodedText field is specified and must immediately precede it | ||
355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field | ||
Component |