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Exchange-Bound Messages

Order Cancel Request <F>

The Order Cancel Request <F> message requests the cancellation of all of the remaining quantity of an existing order.

Gemini cancels order on the basis of the value in the OrigClOrdID <41> field. All other fields are required in the FIX specs but will be disregarded.


Fields

Tag

Name

Req

Description

Standard Header

Y

MsgType = F

11

ClOrdID

Y

Unique identifier of the cancel request as assigned by the institution. Uniqueness must be guaranteed by the institution for the duration of the connection to the order entry channel.

41

OrigClOrdID

Y

ClOrdID <11> of the order to cancel. Needs to correspond to a current outstanding order submitted during this trading session.

54

Side

Y

Side of the order to cancel.

 

Valid values:

1 = Buy

2 = Sell

55

Symbol

Y

Ticker symbol of the order.

 

See Supported Symbols for valid values.

60

TransactTime

Y

Time that the order cancel request was initiated by the institution (expressed in UTC).

Standard Trailer

Y