As known as Order Cancel Request in FIX
The Order Cancel Request message is used to cancel an existing order with remaining quantity.
Tag | Field Name | Data Type | Req’d | Comments |
---|---|---|---|---|
Standard header | Y | MsgType 35=F | ||
11 | ClOrdID | string | Y | The value of ClOrdID <11> referred in the corresponding OrderCancelRequest (35=F ) or OrderCancelReplaceRequest (35=G ). |
41 | OrigClOrdID | string | Y | ClOrdID <11> of the existing order that the cancel request want to execute. |
37 | OrderID | string | N | Unique identifier for Order as assigned by the Exchange. |
38 | OrderQty | float | Y | Quantity to trade. |
54 | Side | int | Y | Side of order. Valid values:1 - Buy2 - Sell |
55 | Symbol | string | Y | Currency-pair. |
60 | TransactTime | timestamp | Y | Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx |
Standard trailer | Y |