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FIX Adapter Reference

Order Cancel Request (F)

Purpose

Used to cancel an order

Message Direction

From FIX client to TT FIX Adapter

Message Availability

Use CasePrice SessionOrder Session

Drop Copy

NoNo

Order Routing

NoYes

Supported Tags

Tag #Field NameReq’dComments
Component Block <Standard Header>Y35=F (MsgType)
11ClOrdID

Y

New ID for the canceled order. This value must be unique since the last TT FIX Adapter reset.

Data type: string

37OrderID

C

Internal TT order key assigned to all orders submitted through any TT software. The value remains constant for the life of an order.

Data type: String

Condition: Must include either Tag 37 (OrderID) or Tag 41 (OrigClOrdID)

41OrigClOrdID

C

Previous order ID. Equal to Tag 11 (ClOrdID) of the original message.

Data type: String

Condition: Required when the message does not contain Tag 37 (OrderID).

Note: Tag 11 (ClOrdID) of an order can change over time. Tag 41 (OrigClOrdID) must match the current value of Tag 11 (ClOrdID).

11028ManualOrderIndicator

N

Whether the order is sent manually or through automated trading logic. Valid values include:

  • Y: Manual
  • N: Automated

Data type: Char

16142OrderOriginationID

n

Order originator's location

Data type: String

Note: TT FIX Adapter forwards this tag only to TT CME ateways 7.14.3 and above.

Additional Information:

If you provide this tag, TT FIX Adapter sends the value to the TT Gateway. Otherwise, TT FIX Adapter tries to populate the value from the information stored in TT User Setup for this FIX client User. If the value still cannot be determined, TT FIX Adapter does not send the tag.

For more information about valid values, refer to the TT CME help.

Component Block <Standard Trailer>

Y

Message Notes

The Order Cancel Request (F) message is used by FIX client to cancel an existing order in the market.

Related Information

Order Cancel Reject (9)

Order Cancel/Replace Request (G)