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