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--- developers:fixapi:listcancelrequest [2025/09/12 01:36] – ↷ Page moved and renamed from developers:fixapi.listcancelrequest to developers:fixapi:listcancelrequest chad
+++ developers:fixapi:listcancelrequest [2025/09/12 02:14] (current) – chad
@@ Line 1: / Line 1: @@
-===== List Cancel Request =====
+====== LIST CANCEL REQUEST [35=K] ======
-**Canceling Orders with Multiple Components**
-The **List Cancel Request** message (`MsgType=K`) is used by the T4 FIX API to cancel all components of contingent (batch) orders such as:
+The List Cancel Request message cancels all components of batch orders (OCO, AutoOCO, Spark).
-  * OCO
-  * AutoOCO
-  * Spark
-**Requirements:**
+===== Prerequisites =====
-  * Constituent orders must be in a **working** or **suspended (held)** state
+  * Components must be working or suspended
-  * Applies to all CTS strategy types (outright futures, futures options, spreads, multi-leg strategies)
+  * ListID must be from FIX-submitted order
+  * Account subscription required
-----
+===== Message Specification =====
-=== Identifying the Order to be Canceled ===
+**Message Direction:** Client → T4
-* Batch orders are identified with **ListID** (`Tag 66`)
-* Only the client-side `ListID` can be used for list cancellations
-----
+^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^
+| | **Message Header** | | Y | MsgType = K |
+| 66 | ListID | String | Y | Batch order identifier |
+| 60 | TransactTime | UTCTimestamp | Y | Cancel request time |
+| 75 | TradeDate | LocalMktDate | O | Format: YYYYMMDD (default: today) |
+| 58 | Text | String | O | Free text |
+| 354 | EncodedTextLen | Int | O | Length of EncodedText |
+| 355 | EncodedText | Data | O | Encoded text |
+| 1028 | ManualOrderIndicator | Boolean | O | Y=Manual, N=Automated |
+| | **Message Trailer** | | Y | |
-=== Important Considerations ===
+===== Sample Message =====
-* Malformed requests (missing/empty/invalid tags) → **FIX Session Reject**
-* Other failures → **Cancel Reject**
-* Account subscription is required before submitting a list cancel request (see **Collateral Inquiry** for subscription)
-* Batch orders created outside the T4 FIX API can only be canceled via **Order Cancel Request**
-  * To cancel all components, cancel a working component of the batch
-----
+**Cancel AutoOCO Request:**
+<code>
+=FIX.4.2|9=150|35=K|49=T4Example|56=test|50=Account1|52=20130426-16:43:37.552|
+=fnl-635025734129974450|60=20130426-16:43:37.552|10=123|
+</code>
-=== Message Dictionary ===
+**Cancel Responses (one per component):**
-^ Tag  ^ Field Name             ^ Req'd ^ Comments                                                                                         ^
-| **Standard Header** | Y       | MsgType = K                                                                                             |
-| 66   | ListID                 | Y     | Unique identifier for all components of the order list                                            |
-| 60   | TransactTime           | Y     | UTC time the cancel request was submitted                                                         |
-| 75   | TradeDate              | N     | Trade date (YYYYMMDD). Absence = current day                                                       |
-| 58   | Text                   | N     | Free-form text                                                                                     |
-| 354  | EncodedTextLength      | N     | Byte length of `EncodedText`                                                                       |
-| 355  | EncodedText            | N     | Encoded text representation of `Text`                                                              |
-| 1028 | ManualOrderIndicator   | N     | Y=Manual order, N=Automated                                                                        |
-| **Standard Trailer** | Y      |                                                                                                        |
-==== Sample Messages ====
-Canceling a Working AutoOCO Order entered through the T4 FIX API
 <code>
->> 4/26/2013 11:43:37 AM   [FIXLISTCANCELREQUEST] 34=2166|49=T4Example|56=test|50=Account1|52=20130426-16:43:37.552|66=fnl-635025734129974450|60=20130426-16:43:37.552|
+=FIX.4.2|9=400|35=8|49=T4|56=T4Example|50=T4FIX|52=20130426-16:43:37.568|
-[FIXLISTCANCELREQUEST]
+=US,IL|1=Account1|11=auto-2-635025734129974450|66=fnl-635025734129974450|
-[MsgSeqNum] 34 = 2166
+=0..018.2.F4B7C503|150=4|37=F4B7C503-A5F1-4943-971B-00E9867622C1|39=4|
-[SenderCompID] 49 = T4Example
+=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|
-[TargetCompID] 56 = test
+=E-mini S&P 500 Jun13|54=2|167=FUT|38=0|40=2|44=-50|21=1|204=0|
-[SenderSubID] 50 = Account1
+=2|10101=157800|10=234|
-[SendingTime] 52 = 20130426-16:43:37.552
-[ListID] 66 = fnl-635025734129974450
-[TransactTime] 60 = 20130426-16:43:37.552
-<< 4/26/2013 11:43:37 AM  [fixexecutionreport] 34=144588|49=T4|56=T4Example|50=T4FIX|52=20130426-16:43:37.568|143=US,IL|1=Account1|11=auto-2-635025734129974450|66=fnl-635025734129974450|17=0..018.2.F4B7C503|150=4|37=F4B7C503-A5F1-4943-971B-00E9867622C1|39=4|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=0|40=2|44=-50|21=1|204=0|1385=2|10101=157800|
-[FIXEXECUTIONREPORT]
-[MsgSeqNum] 34 = 144588
-[SenderCompID] 49 = T4
-[TargetCompID] 56 = T4Example
-[SenderSubID] 50 = T4FIX
-[SendingTime] 52 = 20130426-16:43:37.568
-[TargetLocationID] 143 = US,IL
-[Account] 1 = Account1
-[ClOrdID] 11 = auto-2-635025734129974450
-[ListID] 66 = fnl-635025734129974450
-[ExecID] 17 = 0..018.2.F4B7C503
-[ExecType] 150 = 4 (CANCELED)
-[OrderID] 37 = F4B7C503-A5F1-4943-971B-00E9867622C1
-[OrdStatus] 39 = 4 (CANCELED)
-[SecurityID] 48 = CME_20130600_ESM3
-[Symbol] 55 = ES
-[SecurityExchange] 207 = CME_Eq
-[MaturityMonthYear] 200 = 201306
-[TimeInForce] 59 = 0 (DAY)
-[SecurityDesc] 107 = E-mini S&P 500 Jun13
-[Side] 54 = 2 (SELL)
-[SecurityType] 167 = FUT (FUTURE)
-[OrderQty] 38 = 0
-[OrdType] 40 = 2 (LIMIT)
-[Price] 44 = -50
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
-[CustomerOrFirm] 204 = 0 (CUSTOMER)
-[ContingencyType] 1385 = 2 (AUTO_OCO)
-[TriggerPrice] 10101 = 157800
-<< 4/26/2013 11:43:37 AM  [fixexecutionreport] 34=144589|49=T4|56=T4Example|50=T4FIX|52=20130426-16:43:37.583|143=US,IL|1=Account1|11=auto-3-635025734129974450|66=fnl-635025734129974450|17=0..018.2.3ED43239|150=4|37=3ED43239-67AB-4F82-8D3D-ACD22DA9C3E5|39=4|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=0|40=3|99=75|21=1|204=0|1385=2|10101=157800|
-[FIXEXECUTIONREPORT]
-[MsgSeqNum] 34 = 144589
-[SenderCompID] 49 = T4
-[TargetCompID] 56 = T4Example
-[SenderSubID] 50 = T4FIX
-[SendingTime] 52 = 20130426-16:43:37.583
-[TargetLocationID] 143 = US,IL
-[Account] 1 = Account1
-[ClOrdID] 11 = auto-3-635025734129974450
-[ListID] 66 = fnl-635025734129974450
-[ExecID] 17 = 0..018.2.3ED43239
-[ExecType] 150 = 4 (CANCELED)
-[OrderID] 37 = 3ED43239-67AB-4F82-8D3D-ACD22DA9C3E5
-[OrdStatus] 39 = 4 (CANCELED)
-[SecurityID] 48 = CME_20130600_ESM3
-[Symbol] 55 = ES
-[SecurityExchange] 207 = CME_Eq
-[MaturityMonthYear] 200 = 201306
-[TimeInForce] 59 = 0 (DAY)
-[SecurityDesc] 107 = E-mini S&P 500 Jun13
-[Side] 54 = 2 (SELL)
-[SecurityType] 167 = FUT (FUTURE)
-[OrderQty] 38 = 0
-[OrdType] 40 = 3 (STOP)
-[StopPx] 99 = 75
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
-[CustomerOrFirm] 204 = 0 (CUSTOMER)
-[ContingencyType] 1385 = 2 (AUTO_OCO)
-[TriggerPrice] 10101 = 157800
-<< 4/26/2013 11:43:37 AM  [fixexecutionreport] 34=144590|49=T4|56=T4Example|50=T4FIX|52=20130426-16:43:37.583|143=US,IL|1=Account1|11=auto-1-635025734129974450|66=fnl-635025734129974450|17=48342.6447004098_ESM3.63502573419860000018.2.BAA9E40D|150=4|37=BAA9E40D-86CE-45B1-B3B8-FFE288F5FD88|39=4|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=1|40=2|44=157800|60=20130426-16:43:39.860|21=1|204=0|1385=2|10101=157800|
-[FIXEXECUTIONREPORT]
-[MsgSeqNum] 34 = 144590
-[SenderCompID] 49 = T4
-[TargetCompID] 56 = T4Example
-[SenderSubID] 50 = T4FIX
-[SendingTime] 52 = 20130426-16:43:37.583
-[TargetLocationID] 143 = US,IL
-[Account] 1 = Account1
-[ClOrdID] 11 = auto-1-635025734129974450
-[ListID] 66 = fnl-635025734129974450
-[ExecID] 17 = 48342.6447004098_ESM3.63502573419860000018.2.BAA9E40D
-[ExecType] 150 = 4 (CANCELED)
-[OrderID] 37 = BAA9E40D-86CE-45B1-B3B8-FFE288F5FD88
-[OrdStatus] 39 = 4 (CANCELED)
-[SecurityID] 48 = CME_20130600_ESM3
-[Symbol] 55 = ES
-[SecurityExchange] 207 = CME_Eq
-[MaturityMonthYear] 200 = 201306
-[TimeInForce] 59 = 0 (DAY)
-[SecurityDesc] 107 = E-mini S&P 500 Jun13
-[Side] 54 = 1 (BUY)
-[SecurityType] 167 = FUT (FUTURE)
-[OrderQty] 38 = 1
-[OrdType] 40 = 2 (LIMIT)
-[Price] 44 = 157800
-[TransactTime] 60 = 20130426-16:43:39.860
-[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
-[CustomerOrFirm] 204 = 0 (CUSTOMER)
-[ContingencyType] 1385 = 2 (AUTO_OCO)
-[TriggerPrice] 10101 = 157800
 </code>
-[[developers:legacy_fix_api|T4 FIX API Home]]
+===== Notes =====
+  * Each component receives individual cancel Execution Report
+  * Non-FIX batch orders: use Order Cancel Request on working component
+  * Malformed messages rejected with Session Reject (35=3)
+  * Application errors return Cancel Reject (35=9)