Gemini Clearing
Clearing order cancellation
Cross Order Cancel Request
Once an initiator places a new order cross, a cross order cancellation request can be placed to cancel the order before it is confirmed by the counterparty. Once the order is confirmed by the counterparty, it cannot be cancelled.
Fields
Tag | Name | Req | Description |
---|---|---|---|
Standard Header | Y | MsgType = u | |
37 | OrderID | Y | The OrderID given in tag <37> in the Execution Report <8> of the original order. |
55 | Symbol | Y | Ticker symbol of the order. See Supported Symbols for valid values. |
60 | TransactTime | Y | Time of order creation (expressed in UTC). |
548 | CrossID | Y | Unique identifier for a cross order |
549 | CrossType | Y | Type of cross being submitted. Valid values: 1 = Cross trade which is either completely executed or not |
550 | CrossPrioritization | Y | Indicates if one side or the other of a cross order should be prioritized. Valid values: 0 = None |
551 | OrigCrossID | Y | CrossID given in the original new order cross in tag 548 |
552 | NoSides | Y | Number of side <54> repeating group instancesValid values: 1 = One Side |
54 | Side | Y | Side of the initiator of the order. Valid values: 1 = Buy 2 = Sell |
41 | OrigClOrdID | Y | ClOrdID given in the original new order cross. |
11 | ClOrdId | Y | Unique identifier of the cross order as assigned by the institution. Uniqueness must be guaranteed by the institution for the duration of the connection to the order entry channel. |
Standard Trailer | Y |
Request
Code
Execution Report
Code
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