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Input - Cancel Order

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

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	header
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	→ messageType	Message Type	MessageType	`ORDCXL` ORDCXL (Order Cancel)	REQUIRED
6	→ requestId	Request ID	String		REQUIRED	A unique identifier for the request provided by the client for correlation.
7	→ sentTime	Sent Time	DateTime		REQUIRED	Timestamp of the message leaving the producing application.
8	payload
9	→ customerOrderId	Customer Order ID	String	Length: 1 - 20	REQUIRED
10	→ entities
11	→ → customerAccountId	Customer Account ID	String	Length: 1 - 12	REQUIRED
12	→ → customerOriginType	Customer Origin Type	OriginType	`CUSTOMER` CUSTOMER (Customer) `HOUSE` HOUSE (House)	REQUIRED
13	→ → 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.	REQUIRED
14	→ → executingFirmId	Executing Firm ID	String	Length: 1 - 10	REQUIRED
15	→ → operatorId	Operator ID	String	Length: 1 - 18	REQUIRED
16	→ → senderCountry	Sender Country	String	Length: 1 - 2	REQUIRED
17	→ → senderState	Sender State	String	Length: 2 - 2	OPTIONAL
18	→ instrument
19	→ → glbxSecurityId	Globex Security ID	Integer		REQUIRED
20	→ manualInd	Manual Indicator	YesNoIndicator	`NO` NO (No) - No `YES` YES (Yes) - Yes	REQUIRED	Indicates whether the order was generated by automated trading logic.
21	→ sideInd	Side Indicator	MarketSideIndicator	`BUY` BUY (Buy) - Identifies a buy side order `CROSS` CROSS (Cross) `SELL` SELL (Sell) - Identifies a sell side order	REQUIRED
22	→ venueOrderId	Venue Order ID	String		OPTIONAL

Output - Cancel Order Response - Success

Fields

Ref Field Name Data Type Values Usage Description

1 header

2

→ messageType

Message Type

messageType

ORDSTS ORDSTS (Order Status)

ALWAYS

3

→ possibleRetransInd

Possible Retransmission Indicator

yesNoIndicator

NO NO (No) - No
YES YES (Yes) - Yes

OPTIONAL

4

→ requestId

Request ID

string

ALWAYS

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

5

→ sentTime

Sent Time

dateTime

ALWAYS

Timestamp of the message leaving the producing application.

6 → sequenceNbr Sequence Number string ALWAYS

7 payload

8

→ action

Action

orderAction

CANCEL CANCEL (Cancel)

ALWAYS

9

→ 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

10 → cumulativeQtyInt Cumulative Quantity Integer int32 ALWAYS

11 → customerOrderId Customer Order ID string ALWAYS

12 → displayQtyInt Display Quantity Integer int32 OPTIONAL

13

→ 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

14 → entities

15 → → customerAccountId Customer Account ID string ALWAYS

16

→ → customerOriginType

Customer Origin Type

originType

CUSTOMER CUSTOMER (Customer)
HOUSE HOUSE (House)

ALWAYS

17

→ → 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

18 → → executingFirmId Executing Firm ID string ALWAYS

19 → → senderCountry Sender Country string ALWAYS

20 → → senderState Sender State string OPTIONAL

21

→ expirationDt

Expiration Date

date

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload.type = "GOOD_TILL_DATE"

22 → instrument

23 → → glbxSecurityId Globex Security ID int32 ALWAYS

24

→ manualInd

Manual Indicator

yesNoIndicator

NO NO (No) - No
YES YES (Yes) - Yes

ALWAYS

Indicates whether the order was generated by automated trading logic.

25 → minimumQtyInt Minimum Quantity Integer int32 OPTIONAL

26

→ price

Price

price

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload.type IN (LIMIT, STOP_LIMIT)

27 → qtyInt Quantity Integer int32 ALWAYS

28

→ sideInd

Side Indicator

marketSideIndicator

BUY BUY (Buy) - Identifies a buy side order
CROSS CROSS (Cross)
SELL SELL (Sell) - Identifies a sell side order

ALWAYS

29

→ status

Status

orderStatus

CANCELED CANCELED (Canceled)
UNDEFINED UNDEFINED (Undefined)

ALWAYS

30

→ stopPrice

Stop Price

price

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload.type IN (STOP, STOP_LIMIT)

31 → transactionTime Transaction Time dateTime ALWAYS

32

→ 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

33 → venueExecutionId Venue Execution ID string ALWAYS

34 → venueOrderId Venue Order ID string ALWAYS

Output - Cancel Order Response - Error

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string		ALWAYS
3	→ message	Message	string		ALWAYS
4	→ referenceField	Reference Field	string		OPTIONAL
5	header
6	→ messageType	Message Type	messageType	`ORDCXLRJ` ORDCXLRJ (Order Cancel Reject)	ALWAYS
7	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
8	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.
9	→ sequenceNbr	Sequence Number	string		ALWAYS
10	payload
11	→ customerOrderId	Customer Order ID	string		ALWAYS
12	→ transactionTime	Transaction Time	dateTime		OPTIONAL
13	→ venueOrderId	Venue Order ID	string		OPTIONAL

Version	Old Version 1	New Version Current
Changes made by	Space Sync for Confluence	Space Sync for Confluence
Saved on	Dec 21, 2024	Dec 30, 2024

Versions Compared

Key

Input - Cancel Order

Fields

Output - Cancel Order Response - Success

Fields

Criteria

Criteria

Criteria

Output - Cancel Order Response - Error

Fields