This page provides Trade Summary messaging scenarios and examples that can occur for a Trade Cancel event.

Contents

Table of Contents

Outright Instrument Trade Cancel, First Trade of the Day

Info
If the cancelled trade is the only trade of the day, trade statistics are deleted [279MdUpdateAction=2 (Delete)]. If the cancelled trade is not the only trade of the day, trade trade statistics are adjusted [tag 279-MDUpdateAction=0 (New)].

This example shows the market data sent for a spread matching against a spread.

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GE:PS Z9-Z5 (tag 48-SecurityID=130658)

Gliffy

name	Trade Cancel First Trade of Day
pagePin	3

Implied Trade Cancel

This example shows market data sent for cancellation of the implied trade:

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GEU7 (tag 48-SecurityID=803251)

GEZ7 (tag 48-SecurityID=804832)

Gliffy

name	MDP3.0Trade_Cancel
pagePin	10

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Bid GE:PS Z2-Z3 Qty 1 @ 0.0 (tag 48-SecurityID=13704)

Bid GE:PK 01Y Z3 1 @ -4.75 tag 75 tag (48-SecurityID=98353)

Aggressor Ask GE:PK 01Y Z2 Qty 1 @ -4.75 (tag 48-SecurityID=104133)

Gliffy

name	PackSpread_Implied_Trade_Cancel
pagePin	4

This example shows market data sent for cancellation of the spread-to-spread trade:

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Aggressor Ask 1 @ 35.0 GE:PS Z3-Z4 (tag 48-SecurityID=129671)

Gliffy

name	Pack_Spread_Trade_Cancel
pagePin	5