Show pageOld revisionsBacklinksBack to top This page is read only. You can view the source, but not change it. Ask your administrator if you think this is wrong. ===== Order Cancel Request ===== Canceling Working Orders ------------------------ The **Order Cancel Request** message (MsgType=F) is used by the T4 FIX API to electronically cancel (pull) working orders. This message is used for all CTS strategy types including outright futures, futures options, spreads, and multileg strategies. The instrument for which the cancel request is submitted is identified with the following tags: * **Tag 48** = SecurityID * **Tag 55** = Symbol * **Tag 207** = SecurityExchange All cancel requests must also be uniquely identified with a verbose **Client Order Id** (Tag 11) between 12 and 20 characters. Identifying the Order to be Canceled ------------------------------------ Working orders can be identified by: * **OrigClOrdId (Tag 41)** – Client-side identifier of the target working order * **OrderId (Tag 37)** – T4 FIX API-generated unique identifier > Note: Orders with previous rejections can be canceled using either OrderId or the ClOrdId of the rejection. > Orders submitted outside the T4 FIX API (e.g., CTS T4 Front-End) must use **OrderId (Tag 37)**, and OrigClOrdId should be set to the same value. > It is recommended to specify both OrigClOrdId and OrderId for all cancel requests. Important Considerations ------------------------ * Malformed cancel requests (missing required tags, empty tags, invalid values) will be rejected with a **FIX Session Reject**. * All order routing must be preceded by a successful subscription to the account. See **Collateral Inquiry** for instructions. * Contingent orders like OCO and AutoOCO: * Canceling a working component cancels all components (working and suspended) * Canceling a suspended component cancels only that targeted suspended component Message Dictionary ------------------ ^ Tag ^ Field Name ^ Req'd ^ Comments ^ | Standard Header | Y | MsgType = F | | 1 | Account | Y | Account (code) for which the cancel request is submitted | | 11 | ClOrdID | Y | Client-Side identifier for this cancel request. Max characters: 20 | | 41 | OrigClOrdID | Y | Client-Side ClOrdID of the target working order. Max characters: 20 | | 37 | OrderId | Y | T4-generated unique identifier for the target working order | | 48 | SecurityID | Y | T4 Market ID | | 55 | Symbol | Y | T4 Contract ID | | 207 | SecurityExchange | Y | T4 Exchange ID | | 167 | SecurityType | N | Instrument type: FUT, OPT, STK, SYN, BIN | | 54 | Side | Y | 0=None (Flatten), 1=Buy, 2=Sell | | 38 | OrderQty | N | Number of contracts to cancel. Reflects original quantity for partially filled orders | | 60 | TransactTime | Y | Time cancel request was requested (UTC) | | 109 | ClientID | N | Firm identification for third-party transactions | | 107 | SecurityDesc | N | Description of the specified SecurityID (Tag 48) | | 1028 | ManualOrderIndicator | N | Y=Manual, N=Automated | | 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 14:02by rob