ORDER CANCEL REQUEST [35=F]

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:

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|

Cancel Frontend-Submitted Order:

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|

Successful Cancel Response:

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|

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