Order Cancel Request

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

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
<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
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",
  "Instrument": {
    "Symbol": "ETH/USD-ID-R"
  },
  "Side": "G",
  "TransactTime": "20220906-22:38:52.365",
  "OrderQtyData": {
    "OrderQty": "500"
  },
  "Text": "Cancel All please"
}