The order cancel request message requests the cancellation of all of the remaining quantity of an existing order.
Added in protocol FIX.2.7
See in: FIX.4.0, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = F | Y | FIX.2.7 | |
| 41 | OrigClOrdID | ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. | Y | FIX.2.7 | |
| 37 | OrderID | Unique identifier of most recent order as assigned by broker. | FIX.2.7 | ||
| 11 | ClOrdID | Unique ID of cancel request as assigned by the institution. | Y | FIX.2.7 | |
| 66 | ListID | Required for List Orders | FIX.2.7 | ||
| 109 | ClientID | Used for firm identification in third-party transactions. | FIX.3.0 | ||
| 76 | ExecBroker | Used for firm identification in third-party transactions. | FIX.2.7 | ||
| 55 | Symbol | Y | FIX.2.7 | ||
| 65 | SymbolSfx | FIX.2.7 | |||
| 48 | SecurityID | FIX.2.7 | |||
| 22 | IDSource | FIX.2.7 | |||
| 167 | SecurityType | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | FIX.4.1 | ||
| 200 | MaturityMonthYear | For Options or Futures to specify the month and year of maturity. | FIX.4.1 | ||
| 205 | MaturityDay | For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.1 | ||
| 201 | PutOrCall | For Options. | FIX.4.1 | ||
| 202 | StrikePrice | For Options. | FIX.4.1 | ||
| 206 | OptAttribute | For Options. | FIX.4.1 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
| 106 | Issuer | FIX.3.0 | |||
| 107 | SecurityDesc | FIX.3.0 | |||
| 54 | Side | Y | FIX.2.7 | ||
| 38 | OrderQty | Either CashOrderQty or OrderQty is required. OrderQty = CumQty + LeavesQty (see exceptions above) | FIX.2.7 | ||
| 152 | CashOrderQty | Either CashOrderQty or OrderQty is required. Specifies the approximate “dollar quantity” for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. | FIX.4.1 | ||
| 58 | Text | FIX.2.7 | |||
| Block | StandardTrailer | Y | FIX.2.7 |