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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

<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.
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> Component block

✓

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
{
  "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"
}

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