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Order Cancellation: to cancel a Repo Order, use the simple OrderCancelRequest message (MsgType = F). The entire multileg order is cancelled by OrderID (tag #37) or ClOrdID (tag# 11).
Message format:
Field Name | Format | Req'd | Comments | |||||
|---|---|---|---|---|---|---|---|---|
MsgType | String | ✓ | F = OrderCancelRequest | |||||
MsgSeqNum | SeqNum | ✓ | User generated incremental number to allow receiver to identify possible message gaps | |||||
SendingTime | UTCTimestamp | ✓ | Time of sending this message | |||||
OrigClOrdID | String | User generated last ClOrdID representing this Order | ||||||
OrderID | String | ✓ | Identifyer as provided by XCDE in most recent ExecReport | |||||
ClOrdID | String | ✓ | User generated Unique identifier of this replacement order | |||||
ClOrdLinkID | String | In case of grouping of Orders e.g. with OCAO | Account | String | Not required, Its set by admin | |||
<Instrument> Component block | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||||||
> | Symbol | String | BTC/USD-ON-R | |||||
Side | Char | Identifies Near_Leg direction for Base currency. | ||||||
TransactTime | UTCTimestamp | ✓ | Time this order request was initiated/released by the trader or trading system. | |||||
<OrderQtyData> Component block | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" | |||||||
> | OrderQty | Qty | Effectively required | |||||
Text | String | Unessential freeform field to post information | ||||||
Example message:
| Code Block | ||
|---|---|---|
| ||
MsgType: F
MsgSeqNum: 78935671
SendingTime: 20220906-22:38:52.825
OrigClOrdID: kjd688-h524
OrderID: fjhdjl92921-44
ClOrdID: dklfl-897685-a
Account: 42119
Instrument
Symbol: ETH/USD-ID-R
Side: G
TransactTime: 20220906-22:38:52.365
OrderQtyData
OrderQty: 500
Text: Cancel All please |
| Code Block | ||
|---|---|---|
| ||
{
"Header": {
"MsgType": "F",
"MsgSeqNum": "78935671",
"SenderCompID": "SENDER",
"TargetCompID": "TARGET",
"SendingTime": "20220906-22:38:52.825"
},
"OrigClOrderID": "kjd688-h524",
"OrderID": "fjhdjl92921-44",
"ClOrdID": "dklfl-897685-a",
"Account": "42119",
"Instrument": {
"Symbol": "ETH/USD-ID-R"
},
"Side": "G",
"TransactTime": "20220906-22:38:52.365",
"OrderQtyData": {
"OrderQty": "500"
},
"Text": "Cancel All please"
} |