LIST CANCEL REQUEST [35=K]

LIST CANCEL REQUEST [35=K]

The List Cancel Request message cancels all components of batch orders (OCO, AutoOCO, Spark).

Prerequisites

Components must be working or suspended
ListID must be from FIX-submitted order
Account subscription required

Message Specification

Message Direction: Client → T4

Tag	Field Name	Type	Req'd	Description
	Message Header		Y	MsgType = K
66	ListID	String	Y	Batch order identifier
60	TransactTime	UTCTimestamp	Y	Cancel request time
75	TradeDate	LocalMktDate	O	Format: YYYYMMDD (default: today)
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
	Message Trailer		Y

Sample Message

Cancel AutoOCO Request:

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|

Cancel Responses (one per component):

8=FIX.4.2|9=400|35=8|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|10=234|

Notes

Each component receives individual cancel Execution Report
Non-FIX batch orders: use Order Cancel Request on working component
Malformed messages rejected with Session Reject (35=3)
Application errors return Cancel Reject (35=9)

Table of Contents

LIST CANCEL REQUEST [35=K]

Prerequisites

Message Specification

Sample Message

Notes