The Order Cancel Request (F) message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request (G) should be used to partially cancel (reduce) an order).
The request will only be accepted if the order can successfully be pulled back from the exchange floor without executing.
A Cancel Request (F) is assigned a ClOrdID (11) and is treated as a separate entity. If rejected, the ClOrdID (11) of the cancel request will be sent in the Cancel Reject (9) message, as well as the ClOrdID (11) of the actual order in the OrigClOrdID (41) field. The ClOrdID (11) assigned to the cancel request must be unique amongst the ClOrdID (11) assigned to regular orders and replacement orders.
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = F |
|||
| 41 | OrigClOrdID | Y |
ClOrdID (11) of the previous order (NOT the initial order of the
day) when canceling or replacing an order. |
||
| 37 | OrderID | N | Unique identifier of most recent order as assigned by broker. |
||
| 11 | ClOrdID | Y | Unique ID of cancel request as assigned by the institution. |
||
| 66 | ListID | N | Required for List Orders |
||
| 109 | ClientID | N | Used for firm identification in third-party transactions. |
||
| 76 | ExecBroker | N | Used for firm identification in third-party transactions. |
||
| 55 | Symbol | Y | |||
| 65 | SymbolSfx | N | |||
| 48 | SecurityID | N | |||
| 22 | IDSource | N | |||
| 167 | SecurityType | N | Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , MaturityMonthYear (200) , PutOrCall (201) ,
and StrikePrice (202) are required. |
||
| 200 | MaturityMonthYear | C | For Options or Futures to specify the month and year of maturity. |
||
| 205 | MaturityDay | N | For Options or Futures and can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date. |
||
| 201 | PutOrCall | C | For Options. |
||
| 202 | StrikePrice | C | For Options. |
||
| 206 | OptAttribute | N | For Options. |
||
| 207 | SecurityExchange | N | Can be used to identify the security. |
||
| 106 | Issuer | N | |||
| 107 | SecurityDesc | N | |||
| 54 | Side | Y | |||
| 38 | OrderQty | C | Either CashOrderQty (152) or OrderQty (38) is required. OrderQty (38) = CumQty (14) + LeavesQty (151) (see exceptions above) |
||
| 152 | CashOrderQty | C | Either CashOrderQty (152) or OrderQty (38) is required. Specifies the approximate "dollar quantity" for
the order. Broker is responsible for converting and calculating OrderQty (38) in shares for subsequent messages. |
||
| 58 | Text | N | |||
| <Standard Message Trailer> | Y | ||||