Examples
Server Side Cancellations
Maker-Or-Cancel
This is an example of an Execution Report for an order that was canceled because part or all of the maker-or-cancel
order would fill immediately:
8=FIX.4.4|9=207|35=8|34=6|49=GEMINI|52=20180530-15:25:13.110|56=DEV|6=0|11=GHDzdNUUXaMMDZdfwe|14=0|17=48|18=6|37=46|38=10|39=4|44=448.01|54=1|55=BTCUSD|58=MAKER_OR_CANCEL_WOULD_TAKE|59=1|60=20150218-18:45:02.030|150=4|151=0|10=031| HEADER 8 BeginString: FIX.4.4 9 BodyLength: 207 34 MsgSeqNum: 6 35 MsgType: ExecutionReport (8) 49 SenderCompID: GEMINI 52 SendingTime: 20180530-15:25:13.110 56 TargetCompID: DEV BODY 6 AvgPx: 0 11 ClOrdID: GHDzdNUUXaMMDZdfwe 14 CumQty: 0 17 ExecID: 48 18 ExecInst: PARTICIPATE_DONT_INITIATE (6) 37 OrderID: 46 38 OrderQty: 10 39 OrdStatus: CANCELED (4) 44 Price: 448.01 54 Side: BUY (1) 55 Symbol: BTCUSD 58 Text: MAKER_OR_CANCEL_WOULD_TAKE 59 TimeInForce: GOOD_TILL_CANCEL (1) 60 TransactTime: 20150218-18:45:02.030 150 ExecType: CANCELED (4) 151 LeavesQty: 0 TRAILER 10 CheckSum: 031txt
Immediate-Or-Cancel
This is an example of an Execution Report for an order that was canceled because the immediate-or-cancel order would not fill immediately:
8=FIX.4.4|9=212|35=8|34=4|49=GEMINI|52=20180530-15:34:56.648|56=DEV|6=448.06|11=GHDzdNUUXaMMDZdfwe|14=1.2|17=35|37=31|38=5.0|39=4|44=448.06|54=2|55=BTCUSD|58=IMMEDIATE_OR_CANCEL_WOULD_POST|59=3|60=20150218-18:45:02.017|150=4|151=0|10=062| HEADER 8 BeginString: FIX.4.4 9 BodyLength: 212 34 MsgSeqNum: 4 35 MsgType: ExecutionReport (8) 49 SenderCompID: GEMINI 52 SendingTime: 20180530-15:34:56.648 56 TargetCompID: DEV BODY 6 AvgPx: 448.06 11 ClOrdID: GHDzdNUUXaMMDZdfwe 14 CumQty: 1.2 17 ExecID: 35 37 OrderID: 31 38 OrderQty: 5.0 39 OrdStatus: CANCELED (4) 44 Price: 448.06 54 Side: SELL (2) 55 Symbol: BTCUSD 58 Text: IMMEDIATE_OR_CANCEL_WOULD_POST 59 TimeInForce: IMMEDIATE_OR_CANCEL (3) 60 TransactTime: 20150218-18:45:02.017 150 ExecType: CANCELED (4) 151 LeavesQty: 0 TRAILER 10 CheckSum: 062txt
View the most common reasons here.