Sent by client system to cancel an existing order; an order may be cancelled by referencing the Order ID.
Bolded red text indicates support for EBS Market.
35=F
Tag | Name | Binary Type | Binary Length | Req | Enumeration | Description |
|---|---|---|---|---|---|---|
| 37 | OrderID | uInt64NULL | 8 | N | Globally unique identifier for each order assigned by the exchange. Required for BrokerTec. Optional for F&O and EBS. | |
| 1505 | PartyDetailsListReqID | uInt64 | 8 | Y | The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message. For pre-registered messages:
For on-demand messages:
| |
| 1028 | ManualOrderIndicator | ManualOrdIndReq | 1 | Y |
| Indicates if the message was initially received manually. '0' indicates the message was generated by automated trading logic. iLink messages containing a value other than '0' or '1' in this tag will be rejected. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems. https://www.cmegroup.com/rulebook/files/cme-group-Rule-536-B-Tag1028.pdf |
| 9726 | SeqNum | uInt32 | 4 | Y | Sequence number assigned to this message. The max value is 999999999 which is 1 short of 1 billion. | |
| 5392 | SenderID | String20Req | 20 | Y | For futures and options markets: represents Operator ID. For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters. This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below: https://www.cmegroup.com/rulebook/files/cme-group-Rule-576.pdf In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact. | |
| 11 | CIOrdID | String20Req | 20 | Y | Unique identifier for Order as assigned by client system. Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally, or throughout market close periods, should ensure uniqueness across days. | |
| 2422 | OrderRequestID | uInt64 | 8 | Y | OrderRequestID used to identify a request to enter, modify, or delete an order. Echoed back on the Execution Report. | |
| 5297 | SendingTimeEpoch | uInt64 | 8 | Y | Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970. | |
| 9537 | Location | String5Req | 5 | Y | ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message. The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China). The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec). For valid values, refer to https://www.cmegroup.com/ftp/fix/coo/. Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted. This field is optional for EBS Market and eFIX Matching Service instruments. | |
| 48 | SecurityID | Int32 | 4 | Y | Security ID as defined in the market data Security Definition message. | |
| 54 | Side | SideReq | 1 | Y |
| Side of the order to be cancelled. |
| 9373 | LiquidityFlag | BooleanNULL | 1 | N |
| Indicates if an order was submitted for market making obligation as required for MIFID. Applicable only for EU BrokerTec and EBS MiFID. |
9937 | OrigOrderUser | String8 | 8 | N | Represents the original SenderComp for whom orders are to be cancelled. |