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
RAW 8=FIX.4.4|9=201|34=3|35=u|49=TESTOE001|52=20190806-20:30:28.898|56=GEMINI|37=2DZ4MPQM|55=BTCUSD|60=20190806-20:30:28.898|548=73180000|549=1|550=0|551=26990504|552=1|54=2|41=87749738|11=76494933|38=2.22222|10=128| HEADER 8 BeginString: FIX.4.4 9 BodyLength: 201 34 MsgSeqNum: 3 35 MsgType: Cross Order Cancel Request 49 SenderCompID: TESTOE001 52 SendingTime: 20190806-20:30:28.898 56 TargetCompID: GEMINI BODY 37 OrderID: 2DZ4MPQM 55 Symbol: BTCUSD 60 TransactTime: 20190806-20:30:28.898 548 CrossID: 73180000 549 CrossType: 1 550 CrossPrioritization: 0 551 OrigCrossID: 26990504 552 NoSides: 1 54 Side: SELL (2) 41 OrigClOrdID: 87749738 11 ClOrdID: 76494933 38 OrderQty: 2.22222 TRAILER 10 CheckSum: 066txt
Execution Report
RAW 8=FIX.4.4|9=202|35=8|34=3|49=GEMINI|52=20190806-20:30:28.947|56=TESTOE001|6=0|11=76494933|14=2.22222|17=1565123428947|37=2DZ4MPQM|39=4|54=2|55=BTCUSD|58=ORDER_CANCELED|60=20190806-20:30:28.947|150=4|151=2.22222|10=127| HEADER 8 BeginString: FIX.4.4 9 BodyLength: 202 35 MsgType: ExecutionReport (8) 34 MsgSeqNum: 3 49 SenderCompId: GEMINI 52 SendingTime: 20190806-20:30:28.947 56 TargetCompID: TESTOE001 BODY 6 AvgPx: 0 11 ClOrdID: 76494933 14 CumQty: 2.22222 17 ExecID: 1565123428947 37 OrderID: 2DZ4MPQM 39 OrdStatus: CANCELED (4) 54 Side: SELL (2) 55 Symbol: BTCUSD 58 Text: ORDER_CANCELLED 60 TransactTime: 20190806-20:30:28.947 150 ExecType: CANCELED (4) 151 LeavesQty: 2.22222 TRAILER 10 CheckSum: 127txt