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
Using the FIX Tag Directory
- Context – Select to filter by context (e.g., “Order routing, FIX client to TT FIX”, “Request by security ID”, “TT Premium Order Types”). Only tags available for the selected context will be displayed.
- Show Comments – Select to display text in the Comments column of the table. Clear to display a condensed table without text in the Comments column.
- Flat tag list – Select to display all tags for the selected context in one list. Clear to display all tags for the selected context separated by component (e.g., Header, Instrument, Parties)
An asterisk (*) on the tag number button indicates that it appears in the table more than once for the selected context.
| Tag | Name | Type | Required | Comments | |||||
|---|---|---|---|---|---|---|---|---|---|
| Header | Y | For additional information about this component group, consult the documentation. 35=F (MsgType) | |||||||
| 37 | OrderID | STRING | C | Order ID assigned by the third-party FIX acceptor | |||||
| 11 | ClOrdID | STRING | Y | TT order ID | |||||
| 41 | OrigClOrdID | STRING | C 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). | Original order ID. Equal to the current value of Tag 11 (ClOrdID) of the order that this message modifies. Previous order identifier. Equal to Tag 11 (ClOrdID) of the original request message | |||||
| 18233 | BrokerRoute | STRING | N | This tag will be populated only on FIX Order Gateway orders, and only if a value is defined for the ‘Route’ parameter under a FIX Order Gateway connection in TTUS. | |||||
| Trailer | Y | For additional information about this component group, consult the full documentation. | |||||||
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Message Notes
The Order Cancel Request (F) message is used by the TT FIX Order Gateway to cancel an existing order in the market.