This message is used to request the cancellation of all or part of the remaining quantity of an existing order. CxlType (125) indicates if all or part of the outstanding quantity is to be canceled.
Although this message can be used to partially cancel (reduce) an order, it's recommended that the Order Cancel/Replace Request <35=G> message be used for that purpose.
The request will only be accepted if the order can successfully be pulled back from the exchange floor without executing.
Each request is assigned an order id and is treated as a separate entity. If rejected, the order id of the request will be sent in a Order Cancel Reject <35=9>. The OrderID (37) assigned to the cancel request must be unique amongst the OrderID (37)s assigned to regular orders and replacement orders.
Tag | Name | Type | Required | Description |
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Component | ||||
41 | String | |||
37 | String | |||
11 | String | |||
66 | String | |||
125 | Char Enum | |||
109 | String | |||
76 | String | |||
55 | String | |||
65 | String | |||
48 | String | |||
22 | String Enum | |||
106 | String | |||
107 | String | |||
54 | String Enum | |||
38 | Int | |||
58 | String | |||
Component |