Order Cancel Request (MsgType = F)

The Order Cancel Request (F) message is used to request the cancellation of all or part of the remaining quantity of an existing order. The CxlType (125) field is used to distinguish if all or part of the outstanding quantity is to be canceled.

Although the Order Cancel Request (F) message can be used to partially cancel (reduce) an order it is recommended that the Cancel/Replace Request (G) message be used for that purpose.

The request will only be accepted if the order can successfully be pulled back from the exchange floor without executing.

Note that a Cancel Request (F) is assigned an order id and is treated as a separate entity. If rejected, the order id of the Cancel Request  (F) will be sent in the Cancel Reject (9) message. The OrderID (37) assigned to the Cancel Request  (F) must be unique amongst the OrderID's assigned to regular orders and replacement orders.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = F
41 OrigClOrdID Y Unique ID of original order as assigned by institution
37 OrderID N Broker ID of original order
11 ClOrdID Y Unique ID of cancel request as assigned by the institution.
66 ListID N Required for List Orders
125 CxlType Y
109 ClientID N Used for firm identification in third-party transactions.
76 ExecBroker N Used for firm identification in third-party transactions.
55 Symbol Y
65 SymbolSfx N
48 SecurityID N
22 IDSource N
106 Issuer N
107 SecurityDesc N
54 Side Y
38 OrderQty Y Original OrderQty for CxlType (125) =F or new OrderQty for CxlType (125) =P.
58 Text N
<Standard Message Trailer> Y