FIX Gateway

Order Cancel Request (F) Message

Purpose

Used to cancel an order

Message Direction

From the TT FIX Order Gateway to a third-party FIX acceptor

Supported Tags

Tag # Field Name Req’d Data type Comments
Component: Standard Header Y 35=F (MsgType)
37 OrderID C String

Order ID assigned by the third-party FIX acceptor

11 ClOrdId Y String

TT order identifier

41 OrigClOrdID C String

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

Condition: Not required when 150=0 (New) or when this Execution Report (8) is not in response to a direct change change (such as a fill).

Component: Standard Trailer Y

Message Notes

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