Order Cancel Request

TagField NameReq'dComments
Component Block <Standard Header> Y MsgType = F
41 OrigClOrdID Y ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.
37 OrderID N Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
11 ClOrdID Y Unique ID of cancel request as assigned by the institution.
526 SecondaryClOrdID N
583 ClOrdLinkID N
66 ListID N Required for List Orders
586 OrigOrdModTime N
1 Account N
660 AcctIDSource N
581 AccountType N
Component Block <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Financing Details> N Insert here the set of "FinancingDetails" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Must match original order
711 NoUnderlyings N Number of underlyings
Component Block <Underlying Instrument> N Must be provided if Number of underlyings > 0
54 Side Y
60 TransactTime Y Time this order request was initiated/released by the trader or trading system.
Component Block <Order Qty Data> Y Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Note: OrderQty = CumQty + LeavesQty (see exceptions above)
376 ComplianceID N
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component Block <Standard Trailer> Y
XML DTD
<!ENTITY % OrdCxlReqCustom "" >
<!ENTITY % OrdCxlReqContent "OrigClOrdID, OrdID?, ClOrdID, ScndClOrdID?, ClOrdLinkID?, ListID?, OrigOrdModTm?, Acct?, AcctIDSrc?, AcctTyp?, Ptys?, Instrmt, FinancingDetails?, UndInstrmtGrp*, Side, TransactTm, OrdQtyData, ComplianceID?, Text?, EncTextLen?, EncText? %OrdCxlReqCustom;" >
<!ELEMENT OrdCxlReq (%OrdCxlReqContent;)>
<!ATTLIST OrdCxlReq
FIXMsgType_ENUM CDATA #FIXED "F"
Category CDATA #FIXED "SingleGeneralOrderHandling"
FIXSpecVolume CDATA #FIXED 'Volume4'
FullName CDATA #FIXED "OrderCancelRequest"
ComponentType CDATA #FIXED "Message" >