===== List Cancel Request ===== **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: * OCO * AutoOCO * Spark **Requirements:** * Constituent orders must be in a **working** or **suspended (held)** state * Applies to all CTS strategy types (outright futures, futures options, spreads, multi-leg strategies) ---- === Identifying the Order to be Canceled === * Batch orders are identified with **ListID** (`Tag 66`) * Only the client-side `ListID` can be used for list cancellations ---- === Important Considerations === * 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 ---- === Message Dictionary === ^ 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 >> 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| [FIXLISTCANCELREQUEST] [MsgSeqNum] 34 = 2166 [SenderCompID] 49 = T4Example [TargetCompID] 56 = test [SenderSubID] 50 = Account1 [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 [[developers:legacy_fix_api|T4 FIX API Home]]