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Excerpt
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Cancel a working order by the Venue Order ID and/or Customer Order ID


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Page Properties


URL/order/cancel
HTTP MethodPUT
Version2.0.0




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titleContents
Table of Contents
maxLevel3


Request

Body

RefFieldNameData TypeValuesUsageDescription
1header

2

→ applicationName

Application Name

String


REQUIRED

Identifies the application generating the message.

3

→ applicationVendor

Application Vendor

String


REQUIRED

Identifies the vendor of the application generating the message.

4

→ applicationVersion

Application Version

String


REQUIRED

Identifies the version of the application generating the message.

5

→ requestId

Request ID

String


REQUIRED

A unique identifier for the request provided by the client for correlation.

6

→ sentTime

Sent Time

DateTime


REQUIRED

Timestamp of the message leaving the producing application.

7

payload


8

→ customerOrderId

Customer Order ID

String

  • Length: 1 - 20

REQUIRED


9

→ entities


10

→ → customerAccountId

Customer Account ID

String

  • Length: 1 - 12

REQUIRED


11

→ → customerOriginType

Customer Origin Type

OriginType

  • CUSTOMER (Customer)

  • HOUSE (House)

REQUIRED


12

→ → customerType

Customer Type

CustomerType

  • MEMBER_OWN (Member Own) - Applies to orders entered or trades executed by an individual member for their own account, for an account they controls, or for an account in which they have an ownership or financial interest. However, transactions initiated and executed by a member for the proprietary account of a member firm must be designated as Member Other Member transactions.

  • MEMBER_PROPRIETARY (Member Proprietary) - Applies to orders entered or trades executed for the proprietary accounts of a member firm, including Rule 106.H., I., N., R. and S. firms.

  • ON_BEHALF_INDIVIDUAL (On-Behalf Individual) - Applies to orders entered by a member or a nonmember terminal operator for the account of another individual member or an account controlled by such individual member.

  • OTHER (Other) - Applies to all orders and transactions not included in any of the defined categories. These typically are orders entered by or on behalf of nonmember entities.

REQUIRED


13

→ → executingFirmId

Executing Firm ID

String

  • Length: 1 - 10

REQUIRED


14

→ → operatorId

Operator ID

String

  • Length: 1 - 18

REQUIRED


15

→ → senderCountry

Sender Country

String

  • Length: 1 - 2

REQUIRED


16

→ → senderState

Sender State

String

  • Length: 2 - 2

OPTIONAL


17

→ instrument


18

→ → glbxSecurityId

Globex Security ID

Integer


REQUIRED


19

→ manualInd

Manual Indicator

YesNoIndicator

  • NO 

    NO (No) - No

  • YES 

    YES (Yes) - Yes

REQUIRED

Indicates whether the order was generated by automated trading logic.

20

→ sideInd

Side Indicator

MarketSideIndicator

  • BUY 

    BUY (Buy) - Identifies a buy side order

  • CROSS 

    CROSS (Cross)

  • SELL 

    SELL (Sell) - Identifies a sell side order

REQUIRED


21

→ venueOrderId

Venue Order ID

String


OPTIONAL


Response - 200

Body

Ref

Field

Name

Data Type

Values

Usage

Description

1

header


2

→ requestId

Request ID

string


ALWAYS

A unique identifier for the request provided by the client for correlation.

3

→ sentTime

Sent Time

dateTime


ALWAYS

Timestamp of the message leaving the producing application.

4

payload


5

→ action

Action

orderAction

CANCEL 

  • CANCEL (Cancel)

ALWAYS


6

→ cancelReason

Cancel Reason

orderCancelReason


Expand
  • AGGRESSIVE_SELF_
MATCH 
  • MATCH (Aggressive Self-Match)
  • CREDIT_
CONTROL 
  • CONTROL (Credit Control)
DISCONNECT 
  • DISCONNECT (Disconnect)
EXCHANGE 
  • EXCHANGE (Exchange)
  • MINIMUM_
QUANTITY 
  • QUANTITY (Minimum Quantity)
  • NOT_
BEST 
  • BEST (Not Best)
  • RESTING_SELF_
MATCH 
  • MATCH (Resting Self-Match)
  • RISK_
MANAGEMENT 
  • MANAGEMENT (Risk Management)


OPTIONAL


7

→ cumulativeQtyInt

Cumulative Quantity Integer

int32


ALWAYS


8

→ customerOrderId

Customer Order ID

string


ALWAYS


9

→ displayQtyInt

Display Quantity Integer

int32


OPTIONAL


10

→ durationType

Duration Type

orderDurationType

DAY 

  • DAY (Day) - Order expires at the end of the trading day.

  • FILL_AND_

KILL 

  • KILL (Fill and Kill) - Order is immediately executed against any available quantity and any remaining quantity is eliminated

  • FILL_OR_

KILL 

  • KILL (Fill or Kill) - Order is filled completely or else eliminated

  • GOOD_TILL_

CANCEL 

  • CANCEL (Good till Cancel) - Order remains working until cancelled

  • GOOD_TILL_

DATE 

  • DATE (Good till Date) - Order remains working until the end of the trading session of the local market date specified in the ExpirationDate field.

ALWAYS


11

→ entities


12

→ → customerAccountId

Customer Account ID

string


ALWAYS


13

→ → customerOriginType

Customer Origin Type

originType

CUSTOMER 

  • CUSTOMER (Customer)

HOUSE 

  • HOUSE (House)

ALWAYS


14

→ → customerType

Customer Type

customerType

  • MEMBER_

OWN 

  • OWN (Member Own) - Applies to orders entered or trades executed by an individual member for their own account, for an account they controls, or for an account in which they have an ownership or financial interest. However, transactions initiated and executed by a member for the proprietary account of a member firm must be designated as Member Other Member transactions.

  • MEMBER_

PROPRIETARY 

  • PROPRIETARY (Member Proprietary) - Applies to orders entered or trades executed for the proprietary accounts of a member firm, including Rule 106.H., I., N., R. and S. firms.

  • ON_BEHALF_

INDIVIDUAL 

  • INDIVIDUAL (On-Behalf Individual) - Applies to orders entered by a member or a nonmember terminal operator for the account of another individual member or an account controlled by such individual member.

OTHER 

  • OTHER (Other) - Applies to all orders and transactions not included in any of the defined categories. These typically are orders entered by or on behalf of nonmember entities.

ALWAYS


15

→ → executingFirmId

Executing Firm ID

string


ALWAYS


16

→ → senderCountry

Sender Country

string


ALWAYS


17

→ → senderState

Sender State

string


OPTIONAL


18

→ expirationDt

Expiration Date

date


CONDITIONAL

Criteria

  • ALWAYS

when payload

  • when payload.durationType = GOOD_TILL_DATE

19

→ instrument


20

→ → glbxSecurityId

Globex Security ID

int32


ALWAYS


21

→ manualInd

Manual Indicator

yesNoIndicator

NO 

  • NO (No) - No

YES 

  • YES (Yes) - Yes

ALWAYS

Indicates whether the order was generated by automated trading logic.

22

→ minimumQtyInt

Minimum Quantity Integer

int32


OPTIONAL


23

→ price

Price

price


CONDITIONAL

Criteria

  • ALWAYS

when payload

  • when payload.type IN (LIMIT, STOP_LIMIT)

24

→ qtyInt

Quantity Integer

int32


ALWAYS


25

→ sideInd

Side Indicator

marketSideIndicator

BUY 

  • BUY (Buy) - Identifies a buy side order

CROSS 

  • CROSS (Cross)

SELL 

  • SELL (Sell) - Identifies a sell side order

ALWAYS


26

→ status

Status

orderStatus

CANCELED 

  • CANCELED (Canceled)

UNDEFINED 

  • UNDEFINED (Undefined)

ALWAYS


27

→ stopPrice

Stop Price

price


CONDITIONAL

Criteria

  • ALWAYS

when payload

  • when payload.type IN (STOP, STOP_LIMIT)

28

→ transactionTime

Transaction Time

dateTime


ALWAYS


29

→ type

Type

orderType

LIMIT 

  • LIMIT (Limit) - A Limit order defines the upper price limit at which to buy an instrument and lower price limit at which to sell an instrument. The price limit is defined in the Price field. If the price is not immediately available, the Limit order will rest until filled or cancelled.

MARKET 

  • MARKET (Market) - A Market order with protection is filled within a pre-defined range of prices referred to as the protected range. For buy orders, protection points are added to the current best offer price to calculate the protection price limit. For sell orders, protection points are subtracted from the current best bid price.

  • MARKET_TO_

LIMIT 

  • LIMIT (Market to Limit) - A Market-limit order is executed at the best price available in the market. If the market-limit order can only be partially filled, the order becomes a limit order and the remaining quantity remains on the order book at the specified limit price.

STOP 

  • STOP (Stop) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop order goes on the book as a Market order once triggered.

  • STOP_

LIMIT 

  • LIMIT (Stop Limit) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop-Limit order goes on the book as a Limit order once triggered.

ALWAYS


30

→ venueExecutionId

Venue Execution ID

string


ALWAYS


31

→ venueOrderId

Venue Order ID

string


ALWAYS


Response - 400

Body

Ref

Field

Name

Data Type

Values

Usage

Description

1

errors[]


2

→ code

Code

string

1 

  • 1 - {Unclassified error message}

ALWAYS


3

→ message

Message

string


ALWAYS


4

header


5

→ requestId

Request ID

string


ALWAYS

A unique identifier for the request provided by the client for correlation.

6

→ sentTime

Sent Time

dateTime


ALWAYS

Timestamp of the message leaving the producing application.

Response - 403

Body

Ref

Field

Name

Data Type

Values

Usage

Description

1

errors[]


2

→ code

Code

string

1 

  • 1 - {Unclassified error message}

ALWAYS


3

→ message

Message

string


ALWAYS


4

header


5

→ requestId

Request ID

string


ALWAYS

A unique identifier for the request provided by the client for correlation.

6

→ sentTime

Sent Time

dateTime


ALWAYS

Timestamp of the message leaving the producing application.

Response - 500

Body

Ref

Field

Name

Data Type

Values

Usage

Description

1

errors[]


2

→ code

Code

string


Expand
1 
  • 1 - {Unclassified error message}
100 
  • 100 - Request is invalid: {Error Message}
1003 
  • 1003 - Orders may not be entered while the market is closed Orders may not be entered while the market is paused Orders may not be canceled while the market is closed Orders may not be canceled while the market is paused
101 
  • 101 - {Field} is not present
102 
  • 102 - {Field} has an incorrect value: {Value}
103 
  • 103 - {Field} is invalid
2048 
  • 2048 - The order was submitted with a different SenderCompID than the requesting cancel
2051 
  • 2051 - The Order was submitted with a different side than the requesting Cancel
7024 
  • 7024 - Order cannot be modified or cancelled while the market is in No Cancel
7027 
  • 7027 - Order type not permitted while the market is reserved
7029 
  • 7029 - Orders may not be entered while the market is forbidden


ALWAYS


3

→ message

Message

string


ALWAYS


4

→ referenceField

Reference Field

string


OPTIONAL


5

header


6

→ requestId

Request ID

string


ALWAYS

A unique identifier for the request provided by the client for correlation.

7

→ sentTime

Sent Time

dateTime


ALWAYS

Timestamp of the message leaving the producing application.

8

payload


9

→ customerOrderId

Customer Order ID

string


ALWAYS


10

→ transactionTime

Transaction Time

dateTime


OPTIONAL


11

→ venueOrderId

Venue Order IDstring
OPTIONAL