developers:fixapi.ordercancelrequest

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

developers:fixapi.ordercancelrequest [2025/08/13 13:59] – created robdevelopers:fixapi.ordercancelrequest [2025/08/13 14:02] (current) – rob
Line 55: Line 55:
 | 1028 | ManualOrderIndicator | N | Y=Manual, N=Automated | | 1028 | ManualOrderIndicator | N | Y=Manual, N=Automated |
 | Standard Trailer | Y | | | Standard Trailer | Y | |
 +
 +Sample Messages
 +
 +Canceling a Working Order entered through the T4 FIX API
 +
 +<code>
 +[FIXCANCEL] 34=290|49=T4Example|56=T4|50=TraderName|52=20121212-20:27:03.637|1=Account1|11=fc-634909192236370301|37=FA657BC9-A1D2-4644-B558-A1155C731DA4|41=fr-634909107579297721|48=CME_20121200_ESZ2|54=1|55=ES|207=CME_Eq|60=20121212-20:27:03.637|167=FUT|
 +
 +[MsgSeqNum] 34 = 290
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = TraderName
 +[SendingTime] 52 = 20121212-20:27:03.637
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fc-634909192236370301
 +[OrderID] 37 = FA657BC9-A1D2-4644-B558-A1155C731DA4
 +[OrigClOrdID] 41 = fr-634909107579297721
 +[SecurityID] 48 = CME_20121200_ESZ2
 +[Side] 54 = 1 (BUY)
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[TransactTime] 60 = 20121212-20:27:03.637
 +[SecurityType] 167 = FUT (FUTURE)
 +
 +
 +[fixexecutionreport] 34=648|49=T4|56=T4Example|50=T4FIX|52=20121212-20:27:03.715|143=US,IL|1=Account1|11=fc-634909192236370301|41=fr-634909107579297721|17=48202.71332626389_ESZ2.63490919244745000018.2.FA657BC9|150=4|37=FA657BC9-A1D2-4644-B558-A1155C731DA4|39=4|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|200=201212|59=0|107=E-mini S&P 500 Dec12|54=1|167=FUT|38=1|40=2|44=143075|60=20121212-20:27:24.745|
 +
 +[MsgSeqNum] 34 = 648
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20121212-20:27:03.715
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fc-634909192236370301
 +[OrigClOrdID] 41 = fr-634909107579297721
 +[ExecID] 17 = 48202.71332626389_ESZ2.63490919244745000018.2.FA657BC9
 +[ExecType] 150 = 4 (CANCELED)
 +[OrderID] 37 = FA657BC9-A1D2-4644-B558-A1155C731DA4
 +[OrdStatus] 39 = 4 (CANCELED)
 +[SecurityID] 48 = CME_20121200_ESZ2
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[MaturityMonthYear] 200 = 201212
 +[TimeInForce] 59 = 0 (DAY)
 +[SecurityDesc] 107 = E-mini S&P 500 Dec12
 +[Side] 54 = 1 (BUY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 143075
 +[TransactTime] 60 = 20121212-20:27:24.745
 +</code>
 +
 +
 +Canceling a Working Order entered through the CTS Front-end
 +
 +<code>
 +[FIXCANCEL] 34=309|49=T4Example|56=T4|50=TraderName|52=20121212-20:33:42.046|1=Account1|11=fc-634909196220461298|37=4C3DFFB6-04CC-4B1F-8152-0EC58C9E5653|41=4C3DFFB6-04CC-4B1F-8152-0EC58C9E5653|48=CME_20121200_ESZ2|54=2|55=ES|207=CME_Eq|60=20121212-20:33:42.046|167=FUT|
 +
 +[MsgSeqNum] 34 = 309
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = TraderName
 +[SendingTime] 52 = 20121212-20:33:42.046
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fc-634909196220461298
 +[OrderID] 37 = 4C3DFFB6-04CC-4B1F-8152-0EC58C9E5653
 +[OrigClOrdID] 41 = 4C3DFFB6-04CC-4B1F-8152-0EC58C9E5653
 +[SecurityID] 48 = CME_20121200_ESZ2
 +[Side] 54 = 2 (SELL)
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[TransactTime] 60 = 20121212-20:33:42.046
 +[SecurityType] 167 = FUT (FUTURE)
 +
 +
 +[fixexecutionreport] 34=787|49=T4|56=T4Example|50=T4FIX|52=20121212-20:33:42.092|143=US,IL|1=Account1|11=fc-634909196220461298|17=48212.71332696293_ESZ2.63490919643143000018.2.4C3DFFB6|150=4|37=4C3DFFB6-04CC-4B1F-8152-0EC58C9E5653|39=4|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|200=201212|59=0|107=E-mini S&P 500 Dec12|54=2|167=FUT|38=1|40=2|44=143525|60=20121212-20:34:03.143|
 +
 +[MsgSeqNum] 34 = 787
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20121212-20:33:42.092
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fc-634909196220461298
 +[ExecID] 17 = 48212.71332696293_ESZ2.63490919643143000018.2.4C3DFFB6
 +[ExecType] 150 = 4 (CANCELED)
 +[OrderID] 37 = 4C3DFFB6-04CC-4B1F-8152-0EC58C9E5653
 +[OrdStatus] 39 = 4 (CANCELED)
 +[SecurityID] 48 = CME_20121200_ESZ2
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[MaturityMonthYear] 200 = 201212
 +[TimeInForce] 59 = 0 (DAY)
 +[SecurityDesc] 107 = E-mini S&P 500 Dec12
 +[Side] 54 = 2 (SELL)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 143525
 +[TransactTime] 60 = 20121212-20:34:03.143
 +</code>
 +
 +
 +[[developers:legacy_fix_api|T4 FIX API Home]]
  
  • developers/fixapi.ordercancelrequest.txt
  • Last modified: 2025/08/13 14:02
  • by rob