The order cancel request (F) message requests the cancelation 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.
An immediate response to this message is required. It is recommended that an ExecutionRpt (8) with ExecType (150) =Pending Cancel be sent unless the Order Cancel Request can be immediately accepted ( ExecutionRpt (8) with ExecType (150) =Canceled) or rejected ( Order Cancel Reject (9) message).
| 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 (F) as assigned by the institution. | |||
| 66 | ListID | ListID | N | Required for List Orders | |||
| 1 | Account | Account | N | ||||
| 109 | ClientID | ClientID | N | Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID (115) / DeliverToCompID (128) ). | |||
| 76 | ExecBroker | ExecBroker | N | Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID (115) / DeliverToCompID (128) ). | |||
| 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 | Specifies the month and year of maturity. Required if MaturityDay (205) is specified. | |||
| 205 | MaturityDay | Day | N | 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. | |||
| 231 | ContractMultiplier | ContractMultiplier | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | |||
| 223 | CouponRate | CouponRate | N | For Fixed Income. | |||
| 207 | SecurityExchange | SecurityExch | N | Can be used to identify the security. | |||
| 106 | Issuer | Issuer | N | ||||
| 348 | EncodedIssuerLen | EncodedIssuerLen | C | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | |||
| 349 | EncodedIssuer | EncodedIssuer | C | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | |||
| 107 | SecurityDesc | SecurityDesc | N | ||||
| 350 | EncodedSecurityDescLen | EncodedSecDescLen | C | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | |||
| 351 | EncodedSecurityDesc | EncodedSecDesc | C | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | |||
| 54 | Side | Side | Y | ||||
| 60 | TransactTime | TransactTime | Y | Time this order request was initiated/released by the trader or trading system. | |||
| 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 "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty (38) in shares for subsequent messages. | |||
| 376 | ComplianceID | ComplianceID | N | ||||
| 377 | SolicitedFlag | SolicitedFlag | N | ||||
| 58 | Text | Text | N | ||||
| 354 | EncodedTextLen | EncodedTextLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | |||
| 355 | EncodedText | EncodedText | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | |||
| <Standard Message Trailer> | Y | ||||||
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