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
Instrument
✓
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. F = Lend (a.k.a repo Bid price) G = Borrow (a.k.a. Repo Offer price)
TransactTime
UTCTimestamp
✓
Time this order request was initiated/released by the trader or trading system.
OrderQtyData
✓
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above)
OrderQty
Qty
Effectively required
Text
String
Unessential freeform field to post information
Example message:
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
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