FIX Message OrderCancelRequest

 GF API Documentation

MsgType: F

Request to cancel an existing order
Fields

Name

Type

Number

Required

Valid values

Description

OrigClOrdID

STRING

41

Yes

ClOrdID(11) of previous version of order

OrderID

STRING

37

No

Unique identifier of order chain. OEC keeps this value unchangeable during life time of order even after cancel/replace requests

ClOrdID

STRING

11

Yes

 Unique identifier assigned by client application.
Under certain circumstances, OEC can cancel/replace the order. In this case, OEC generates a new ClOrdID with OECFIX: prefix. This is done to make sure the client application understands that previous native ClOrdID is unacceptable anymore.
See also LastSolicitedClOrdID(12073)

Account

STRING

1

Yes

 Orders submitted via the FIX interface must be placed to a valid OEC account

AllocText

STRING

161

No

 Allocation block name

AllocType

INT

626

No

2 - LOW_ACCT_LOW_PRICE

3 - LOW_ACCT_HIGH_PRICE

4 - HIGH_ACCT_LOW_PRICE

5 - HIGH_ACCT_HIGH_PRICE

6 - APS

1000 - POST_ALLOCATION

1001 - POST_ALLOCATION_APS

 Allocation types are identical to proposed by OEC Trader
POST_ALLOCATION and POST_ALLOCATION_APS should be used in post-allocation process for eligible accounts

NoAllocs

GROUP

78

No

Pre-allocation instructions

->AllocAccount

STRING

79

No

 OEC account name

->AllocQty

QTY

80

No

 Indicates quantity to be allocated for a given account. It should be consistent with OrderQty(38).
Example: allocation block contains two accounts ACC01 and ACC02 with AllocQty equals 1 and 2 accordingly. For that case QrderQty must be dividable to 3.

Instrument

COMPONENT

Yes

Contract specification

Side

CHAR

54

Yes

1 - BUY

2 - SELL

TransactTime

UTCTIMESTAMP

60

Yes

OrderQtyData

COMPONENT

Yes

Text

STRING

58

No

Examples
request: 8=FIX.4.4|9=163|35=F|34=441|49=username|52=20140317-02:36:49|56=OEC_TEST|1=YRACCNT|11=635306206093595119|38=1|41=635306206092269508|54=1|55=ES|60=20140317-02:36:49|200=201403|461=FXXXXS|10=139|
pending cancel: 8=FIX.4.4|9=250|35=8|34=455|49=OEC_TEST|52=20140317-02:36:47.962|56=username|1=YRACCNT|6=0.00|11=635306206093595119|14=0|17=OECFIX:635305924334768863:841|37=202905002|38=1|39=6|41=635306206092269508|44=1805|54=1|55=ES|60=20140317-02:36:47|150=6|151=1|200=201403|461=FXXXXS|10=073|
     cancelled: 8=FIX.4.4|9=250|35=8|34=456|49=OEC_TEST|52=20140317-02:36:47.993|56=username|1=YRACCNT|6=0.00|11=635306206093595119|14=0|17=OECFIX:635305924334768863:842|37=202905002|38=1|39=4|41=635306206092269508|44=1805|54=1|55=ES|60=20140317-02:36:47|150=4|151=1|200=201403|461=FXXXXS|10=075|
See Also

Other Resources

OrderCancelReplaceRequest(G)
OrderCancelReject(9)