TT® FIX

Order Cancel Request (F) Message

Purpose

Used to cancel an order

Message Direction

From FIX client to TT FIX

Supported Tags

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

Internal TT order key assigned to all orders submitted through any TT software

The value remains constant for the life of an order.

Condition: Required when the message does not contain Tag 41 (OrigClOrdID)

11 ClOrdID Y String

Client order identifier specified by the FIX Client; included in Tag 11 (ClOrdID) of the initial message

41 OrigClOrdId Y string

Original order ID. Equal to the current value of Tag 11 (ClOrdID) of the order that this message modifies.

Note: Tag 11 (ClOrdID) of an order can change over time.

1028 ManualOrderIndicator N char

Whether the order is sent manually or through automated trading logic.

Possible values include:

  • Y: Manual
  • N: Automated
Component Block: <Trader> Y

Information about the trader routing the order

376 ComplianceId C string

New tag for TT

ID used to represent this transaction for compliance purposes

The ID must uniquely identify the algorithm in your environment that is sending the order. The string must contain a numeric value no greater than 16383.

Condition: Required when tag 1028=N and the associated exchange requires the tag

16558 TextTT N String

Value corresponding to the Text TT field in TT widgets

16999 ClearingAccountOverride N String

Overrides the clearing account defined in the Setup application for the user's account named in Tag 1.

Component Block <Standard Trailer> Y

Message Notes

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

Notes for 7.X TT FIX Adapter Developers

The following Order Cancel Request (F) message tags from TT FIX Adapter 7.X are deprecated in TT FIX:

  • Account [1]
  • ClearingAccount [440]
  • CustomerOrFirm [375]
  • FFT2 [16102]
  • FFT3 [16103]
  • OrderOriginationID [16142]