developers:fixapi:listcancelrequest

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developers:fixapi:listcancelrequest [2025/09/12 02:13] – chaddevelopers:fixapi:listcancelrequest [2025/09/12 02:14] (current) – chad
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-====== NEW ORDER LIST [35=E] ======+====== LIST CANCEL REQUEST [35=K] ======
  
-The New Order List message submits batch orders with multiple components to exchanges. Supports up to 6 components per order.+The List Cancel Request message cancels all components of batch orders (OCO, AutoOCO, Spark).
  
-===== Batch Order Types ===== +===== Prerequisites ===== 
- +  * Components must be working or suspended 
-^ Type ^ ContingencyType (1385) ^ Description ^ +  * ListID must be from FIX-submitted order 
-| OCO | 1 | One-Cancels-Other | +  * Account subscription required
-| Auto OCO | 2, 7 | Auto-triggered OCO | +
-| Spark | 3 | Spark order | +
-| Auto OCOM | 8, 9 | Multiple exit orders |+
  
 ===== Message Specification ===== ===== Message Specification =====
Line 16: Line 13:
  
 ^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^ ^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^
-| | **Message Header** | | Y | MsgType = E | +| | **Message Header** | | Y | MsgType = K | 
-| 66 | ListID | String | Y | Unique batch order ID | +| 66 | ListID | String | Y | Batch order identifier | 
-| 1385 | ContingencyType | Int | Y | See batch types table | +| 60 | TransactTime | UTCTimestamp | Y | Cancel request time | 
-| 394 | BidType | Int | O | 0=Non-disclosed, 1=Disclosed, 2=None | +| 75 | TradeDate | LocalMktDate | O | Format: YYYYMMDD (default: today) |
-| 433 | ListExecInstType | Int | O | 1=Immediate (default), 2=Wait | +
-| 69 | ListExecInst | String | O | Execution instructions | +
-| 68 | TotNoOrders | Int | Y | Number of components (max 6) |+
 | 58 | Text | String | O | Free text | | 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 | | 1028 | ManualOrderIndicator | Boolean | O | Y=Manual, N=Automated |
-| | **=== Repeating Group ===** | | | **Per component order** | 
-| 11 | ClOrdID | String | Y | Component order ID (12-20 chars) | 
-| 1 | Account | String | Y | Account code | 
-| 48 | SecurityID | String | Y | T4 Market ID | 
-| 55 | Symbol | String | Y | T4 Contract ID | 
-| 207 | SecurityExchange | String | Y | T4 Exchange ID | 
-| 167 | SecurityType | String | O | FUT, OPT, STK, SYN, BIN | 
-| 201 | PutOrCall | Int | C | Options: 0=Put, 1=Call | 
-| 202 | StrikePrice | Float | C | Options: Strike price | 
-| 54 | Side | Char | Y | 0=None, 1=Buy, 2=Sell | 
-| 38 | OrderQty | Int | Y | Contracts (0 for AutoOCO component) | 
-| 40 | OrdType | Char | Y | 1=Market, 2=Limit, 3=Stop, 4=Stop Limit | 
-| 44 | Price | Float | C | Required for Limit, Stop Limit | 
-| 99 | StopPx | Float | C | Required for Stop, Stop Limit | 
-| 59 | TimeInForce | Char | Y | 0=Day, 1=GTC, 3=IOC, 4=FOK | 
-| 210 | MaxShow | Int | O | Iceberg visible quantity | 
-| 21 | HandlInst | Char | O | 1=Auto private, 2=Auto public, 3=Manual | 
-| 77 | OpenClose | Char | O | O=Open, C=Close | 
-| 204 | CustomerOrFirm | Int | O | 0=Customer, 1=Firm | 
-| 10100 | TrailingDelta | Float | O | Trailing stop amount | 
-| 10101 | TriggerPrice | Float | O | Batch order trigger price | 
-| 10104 | TriggerStop | Float | O | Trigger stop price | 
-| 10105 | TriggerStopTrail | Float | O | Trigger stop trail | 
-| 10102 | ActivationType | Int | O | 1=Immediate, 2=Above, 3=Below, 4=Mode, 5=Time, 6=Queue | 
-| 10103 | ActivationValue | String | O | Activation conditions (semicolon-delimited) | 
 | | **Message Trailer** | | Y | | | | **Message Trailer** | | Y | |
  
 ===== Sample Message ===== ===== Sample Message =====
  
-**OCO Order:**+**Cancel AutoOCO Request:** 
 +<code> 
 +8=FIX.4.2|9=150|35=K|49=T4Example|56=test|50=Account1|52=20130426-16:43:37.552| 
 +66=fnl-635025734129974450|60=20130426-16:43:37.552|10=123| 
 +</code> 
 + 
 +**Cancel Responses (one per component):**
 <code> <code>
-8=FIX.4.2|9=300|35=E|49=T4Example|56=T4|50=TraderName|52=20130228-00:17:29.985| +8=FIX.4.2|9=400|35=8|49=T4|56=T4Example|50=T4FIX|52=20130426-16:43:37.568| 
-66=fnl-634975858499851777|1385=1|433=1|68=2| +143=US,IL|1=Account1|11=auto-2-635025734129974450|66=fnl-635025734129974450| 
-1=Account1|11=oco-1-634975858499851777|48=CME_20130300_ESH3|55=ES|207=CME_Eq| +17=0..018.2.F4B7C503|150=4|37=F4B7C503-A5F1-4943-971B-00E9867622C1|39=4| 
-167=FUT|54=1|38=1|40=2|44=149800|59=0|21=2| +48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0| 
-1=Account1|11=oco-2-634975858499851777|48=CME_20130300_ESH3|55=ES|207=CME_Eq| +107=E-mini S&P 500 Jun13|54=2|167=FUT|38=0|40=2|44=-50|21=1|204=0| 
-167=FUT|54=1|38=1|40=3|99=149850|59=0|21=2|10=123|+1385=2|10101=157800|10=234|
 </code> </code>
  
 ===== Notes ===== ===== Notes =====
-  * Each component receives individual Execution Report +  * Each component receives individual cancel Execution Report 
-  * Components linked via ListID (66) +  * Non-FIX batch orders: use Order Cancel Request on working component
-  * Account subscription required before submission+
   * Malformed messages rejected with Session Reject (35=3)   * Malformed messages rejected with Session Reject (35=3)
 +  * Application errors return Cancel Reject (35=9)
  • developers/fixapi/listcancelrequest.1757643220.txt.gz
  • Last modified: 2025/09/12 02:13
  • by chad