====== ORDER CANCEL REQUEST [35=F] ======

The Order Cancel Request message cancels working orders. This message supports all strategy types including futures, options, spreads, and multileg strategies.

===== Prerequisites =====
  * Account must be subscribed before order submission
  * Working order must be identified by OrigClOrdID (41) and/or OrderID (37)
  * New unique ClOrdID required (12-20 characters)

===== Order Identification =====

**API-submitted orders:**
  * Use OrigClOrdID (41) of target order

**Frontend-submitted orders:**
  * Use OrderID (37) and set OrigClOrdID = OrderID

**Best practice:**
  * Always specify both OrigClOrdID and OrderID

===== Message Specification =====

**Message Direction:** Client → T4

^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^
| | **Message Header** | | Y | MsgType = F |
| 1 | Account | String | Y | Account code |
| 11 | ClOrdID | String | Y | New unique ID for this cancel (12-20 chars) |
| 41 | OrigClOrdID | String | Y | Original ClOrdID of target order |
| 37 | OrderID | String | Y | T4-generated ID of target order |
| 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 |
| 54 | Side | Char | Y | 0=None (Flatten), 1=Buy, 2=Sell |
| 38 | OrderQty | Int | O | Original quantity for partial fills |
| 60 | TransactTime | UTCTimestamp | Y | Cancel request time |
| 109 | ClientID | String | O | Firm ID for third-party transactions |
| 107 | SecurityDesc | String | O | Security description |
| 1028 | ManualOrderIndicator | Boolean | O | Y=Manual, N=Automated |
| | **Message Trailer** | | Y | |

===== Sample Messages =====

**Note:** Pipe (|) used for readability. Actual FIX messages use SOH (ASCII 01) delimiter.

**Cancel API-Submitted Order:**
<code>
8=FIX.4.2|9=200|35=F|49=T4Example|56=T4|50=TraderName|52=20121212-20:27:03.637|
1=Account1|11=fc-634909192236370301|41=fr-634909107579297721|
37=FA657BC9-A1D2-4644-B558-A1155C731DA4|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|
54=1|167=FUT|60=20121212-20:27:03.637|10=123|
</code>

**Cancel Frontend-Submitted Order:**
<code>
8=FIX.4.2|9=200|35=F|49=T4Example|56=T4|50=TraderName|52=20121212-20:33:42.046|
1=Account1|11=fc-634909196220461298|41=4C3DFFB6-04CC-4B1F-8152-0EC58C9E5653|
37=4C3DFFB6-04CC-4B1F-8152-0EC58C9E5653|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|
54=2|167=FUT|60=20121212-20:33:42.046|10=123|
</code>

**Successful Cancel Response:**
<code>
8=FIX.4.2|9=350|35=8|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|10=234|
</code>

===== Notes =====
  * Malformed messages rejected with Session Reject (35=3)
  * Application errors returned via Order Cancel Reject (35=9)
  * Previously rejected orders can be canceled using ClOrdID from rejection
  * **OCO/AutoOCO behavior:**
    * Canceling working component → cancels all components
    * Canceling suspended component → cancels only that component