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:

Requirements:

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

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

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