Home / FIX.4.0 / Messages / OrderCancelRequest

OrderCancelRequest

← OrderCancelReplaceRequest→ OrderList
MsgTypeF
CategorySingleGeneralOrderHandling
SectionTrade
AddedFIX.2.7
Fields37
Components2
The order cancel request message is used to request the cancellation of all or part of the remaining quantity of an existing order.

Message Structure

37 fields, 2 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
◈ StandardHeader [Component]YMsgType = FFIX.2.7
8BeginStringcharYFIX.4.0 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthintY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypecharY(Always unencrypted, must be third field in message)
▶ 27 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTest Request
2ResendRequestResend Request
3RejectReject
4SequenceResetSequence Reset
5LogoutLogout
6IOIIndication of Interest
7AdvertisementAdvertisement
8ExecutionReportExecution Report
9OrderCancelRejectOrder Cancel Reject
ALogonLogon
BNewsNews
CEmailEmail
DNewOrderSingleOrder - Single
ENewOrderListOrder - List
FOrderCancelRequestOrder Cancel Request
GOrderCancelReplaceRequestOrder Cancel/Replace Request
HOrderStatusRequestOrder Status Request
JAllocationInstructionAllocation
KListCancelRequestList Cancel Request
LListExecuteList Execute
MListStatusRequestList Status Request
NListStatusList Status
PAllocationInstructionAckAllocation ACK
QDontKnowTradeDont Know Trade (DK)
RQuoteRequestQuote Request
SQuoteQuote
FIX.4.0
49SenderCompIDcharY(Always unencrypted)FIX.4.0
56TargetCompIDcharY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumintY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDcharN(Can be embedded within encrypted data section.)FIX.4.0
57TargetSubIDcharN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
116OnBehalfOfSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
129DeliverToSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
43PossDupFlagcharNAlways required for retransmissions, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
NOriginalTransmissionOriginal transmission
YPossibleDuplicatePossible duplicate
FIX.4.0
97PossResendcharNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)FIX.4.0
52SendingTimetimeY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimetimeNRequired for message resends. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)FIX.4.0
41OrigClOrdIDcharYUnique ID of original order as assigned by institutionFIX.2.7
37OrderIDcharNBroker ID of original orderFIX.2.7
11ClOrdIDcharYUnique ID of cancel request as assigned by the institution.FIX.2.7
66ListIDcharNRequired for List OrdersFIX.2.7
125CxlTypecharYDefines if cancel is for part or all of the remaining quantity of an order.
▶ 2 enum values
ValueNameDescription
FFullRemainingQuantityfull remaining quantity
PPartialCancelpartial cancel (reduce quantity)
FIX.4.0
109ClientIDcharNUsed for firm identification in third-party transactions.FIX.3.0
76ExecBrokercharNUsed for firm identification in third-party transactions.FIX.2.7
55SymbolcharYTicker symbolFIX.2.7
65SymbolSfxcharNAdditional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch DirectoryFIX.2.7
48SecurityIDcharNCUSIP or other alternate security identifierFIX.2.7
22IDSourcecharNIdentifies class of alternative SecurityID 100+ are reserved for private security identifications
▶ 5 enum values
ValueNameDescription
1CUSIPCUSIP
2SEDOLSEDOL
3QUIKQUIK
4ISINNumberISIN number
5RICCodeRIC code
FIX.2.7
106IssuercharNCompany name of security issuer (e.g. International Business Machines)FIX.3.0
107SecurityDesccharNSecurity description.FIX.3.0
54SidecharYSide of order
▶ 6 enum values
ValueNameDescription
1BuyBuy
2SellSell
3BuyMinusBuy minus
4SellPlusSell plus
5SellShortSell short
6SellShortExemptSell short exempt
FIX.2.7
38OrderQtyintYOriginal OrderQty for CxlType=F or new OrderQty for CxlType=P.FIX.2.7
58TextcharNFree format text stringFIX.2.7
◈ StandardTrailer [Component]YThe standard FIX message trailerFIX.2.7
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumcharY(Always unencrypted, always last field in message)FIX.4.0