Order Cancel Request
Order Cancellation: to cancel a Repo Order, use the simple OrderCancelRequest message (MsgType = F). The entire multileg order is cancelled by OrderID (tag #37) or ClOrdID (tag# 11).
Message format:
| Field Name | Format | Req'd | Comments | |
|---|---|---|---|---|
| MsgType | String | ✓ | F = OrderCancelRequest | |
| MsgSeqNum | SeqNum | ✓ | User generated incremental number to allow receiver to identify possible message gaps | |
| SendingTime | UTCTimestamp | ✓ | Time of sending this message | |
| OrigClOrdID | String | User generated last ClOrdID representing this Order | ||
| OrderID | String | ✓ | Identifyer as provided by XCDE in most recent ExecReport | |
| ClOrdID | String | ✓ | User generated Unique identifier of this replacement order | |
| ClOrdLinkID | String | In case of grouping of Orders e.g. with OCAO | ||
| <Instrument> Component block | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| > | Symbol | String | BTC/USD-ON-R | |
| Side | Char | Identifies Near_Leg direction for Base currency. F = Lend (a.k.a repo Bid price) G = Borrow (a.k.a. Repo Offer price) | ||
| TransactTime | UTCTimestamp | ✓ | Time this order request was initiated/released by the trader or trading system. | |
| <OrderQtyData> Component block | Insert here the set of "OrderQtyData" fields defined in
"Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) | |||
| > | OrderQty | Qty | Effectively required | |
| Text | String | Unessential freeform field to post information | ||
Example:
1{
2 "Header": {
3 "MsgType": "BI",
4 "MsgSeqNum": "87254",
5 "SenderCompID": "SENDER",
6 "TargetCompID": "TARGET",
7 "SendingTime": "20220905-18:54:42.492"
8 },
9 "TradSesReqID": "8255gs009",
10 "MarketSegmentID": "REPO/Lend",
11 "TradingSessionID": "20220906",
12 "TradSesMode": "3"
13} 1{
2 "Header": {
3 "MsgType": "F",
4 "MsgSeqNum": "78935671",
5 "SenderCompID": "SENDER",
6 "TargetCompID": "TARGET",
7 "SendingTime": "20220906-22:38:52.825"
8 },
9 "OrigClOrderID": "kjd688-h524",
10 "OrderID": "fjhdjl92921-44",
11 "ClOrdID": "dklfl-897685-a",
12 "Instrument": {
13 "Symbol": "ETH/USD-ID-R"
14 },
15 "Side": "G",
16 "TransactTime": "20220906-22:38:52.365",
17 "OrderQtyData": {
18 "OrderQty": "500"
19 },
20 "Text": "Cancel All please"
21}