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Cancellation Level

Required

Description

FIX Tag

1st qualifier

Y

Execution Firm

tag 49-SenderCompID (bytes 4-6)

2nd  qualifier

Y

Account Number

tag 448-PartyID

3rd  qualifier

N

Exchange (required if cancel is not for all exchanges)

tag 207-SecurityExchange
Warning
Note
title
Info

For Order Cancel, The Account value submitted in tag 448-PartyID in the Order Mass Action Request must match that submitted by the execution firm, including case sensitivity.
Example:

  • Clearing Firm submits cancel to the RMI API for Account=AbCdE.
  • Resting order for Executing Firm with Account=AbCdE is cancelled.
  • Resting order for Executing Firm with Account=abcde is NOT cancelled and continues working in the market.

For current RMI API Block/Unblock functionality, this value is not case sensitive.

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Panel
titleBusiness Level Reject

<FIXML v="FIX.5.0SP2" xv="130" cv="CME.1000" s="2010-11-16" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">

   <BizMsgRej RefMsgTyp="CA" BizRejRefID="0" BizRejRsn="0" Txt="Value 'abc1234567890' with length = '13' is not facet-valid with respect to maxLength '12' for type 'PartyID_t'.">

      <Hdr SID="CME" TID="CMC" SSub="RMAPI"/>

   </BizMsgRej>

</FIXML>

Noteinfo

All risk management services are offered by CME Group on a best-efforts basis. Clearing Member Firm (CMF) Risk Administrators only have access to the Execution Firms and Exchanges that they guarantee. Any attempt to take action on an Executing Firm and Exchange assigned to a different CMF will be rejected.


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