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Order Cancel Request

Cancel a single GTD or GTC order.

A successful order cancellation will result in an execution report with the OrdStatus set to 4 (Cancelled). Unsuccessful cancellation requests will result in an business level reject message with the reason of the rejection.

MESSAGE BODY

header required
MsgType F
11 - ClOrdID string required
Unique identifier of the order. The ID can be one of the following formats:
  • Ever-Increasing Positive Numbers : Ever-increasing positive numbers, such as microseconds timestamps, to ensure the uniqueness and sequential nature of the identifiers.
    Example : Using the current microsecond timestamp as the ClOrdID, such as 1623448294234000 (Max 18 characters)
  • Timestamp-First v4 UUIDs : A timestamp-first v4 UUID might look like 1b4e28ba-2fa1-11d2-883f-0016d3cca427, where the initial part (1b4e28ba-2fa1) of the UUID represents the timestamp. The timestamp granularity to generate the first part need to be 10 microseconds maximum such as 162344829423400.
37 - OrderID string conditional
Condition: One of the Clordid OR OrderID is required at least for the cancellation to be accepted
OrderId needs to match the one received on the ExecutionReports.
41 - OrigClordid string conditional
Condition: One of the Clordid OR OrderID is required at least for the cancellation to be accepted
Reference the Last ClordId used. If both OrderId and OrigClordid are present then only the OrderID will be used.
54 - Side integer required
Side of the order.
    Possible values:
  • 1 : Buy
  • 2 : Sell
55 - Symbol string required
Pair in the format BASE/QUOTE.
60 - TransactTime string required
Format: YYYYDD-HH:MM:SS.uuu
Time of order cancellation expressed in UTC.
trailer required