Order Cancel Request (MsgType = F, FIXML = OrderCancelRequest)

The order cancel request (F) message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request (G) should be used to partially cancel (reduce) an order).

The request will only be accepted if the order can successfully be pulled back from the exchange floor without executing.

A cancel request (F) is assigned a ClOrdID (11) and is treated as a separate entity. If rejected, the ClOrdID (11) of the cancel request will be sent in the Cancel Reject (9) message, as well as the ClOrdID (11) of the actual order in the OrigClOrdID (41) field. The ClOrdID (11) assigned to the cancel request must be unique amongst the ClOrdID (11) assigned to regular orders and replacement orders.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = F
41	OrigClOrdID	OrigClOrdID	Y	ClOrdID (11) of the previous order (NOT the initial order of the day) when canceling or replacing an order.
37	OrderID	OrderID	N	Unique identifier of most recent order as assigned by broker.
11	ClOrdID	ClOrdID	Y	Unique ID of cancel request as assigned by the institution.
66	ListID	ListID	N	Required for List Orders
109	ClientID	ClientID	N	Used for firm identification in third-party transactions.
76	ExecBroker	ExecBroker	N	Used for firm identification in third-party transactions.
55	Symbol	Symbol	Y
65	SymbolSfx	SymbolSfx	N
48	SecurityID	SecurityID	N
22	IDSource	IDSource	N
167	SecurityType	SecurityType	N	Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , MaturityMonthYear (200) , PutOrCall (201) , and StrikePrice (202) are required.
200	MaturityMonthYear	MonthYear	C	For Options or Futures to specify the month and year of maturity.
205	MaturityDay	Day	N	For Options or Futures and can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date.
201	PutOrCall	PutCall	C	For Options.
202	StrikePrice	StrikePx	C	For Options.
206	OptAttribute	OptAttribute	N	For Options.
207	SecurityExchange	SecurityExch	N	Can be used to identify the security.
106	Issuer	Issuer	N
107	SecurityDesc	SecurityDesc	N
54	Side	Side	Y
38	OrderQty	OrderQty	C	Either CashOrderQty (152) or OrderQty (38) is required. OrderQty (38) = CumQty (14) + LeavesQty (151) (see exceptions above)
152	CashOrderQty	CashOrderQty	C	Either CashOrderQty (152) or OrderQty (38) is required. Specifies the approximate "dollar quantity" for the order. Broker is responsible for converting and calculating OrderQty (38) in shares for subsequent messages.
58	Text	Text	N
<Standard Message Trailer>			Y

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