This page provides Trade Summary messaging scenarios and examples that can occur for a Trade Cancel event.
Outright Instrument Trade Cancel, First Trade of the Day
- 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 statistics are adjusted [tag 279-MDUpdateAction=0 (New)].
This example shows the market data sent for a spread matching against a spread.
Trade resulted form aggressing sell order for:
GE:PS Z9-Z5 (tag 48-SecurityID=130658)
Implied Trade Cancel
This example shows market data sent for cancellation of the implied trade:
GEU7-GEZ7 (tag 48-SecurityID=804542)
GEU7 (tag 48-SecurityID=803251)
GEZ7 (tag 48-SecurityID=804832)
Pack Spread Implied Match Trade Cancel
This example shows market data sent for cancellation of the implied trade:
Bid GE:PS Z2-Z3 Qty 1 @ 0.0 (tag 48-SecurityID=13704)
Bid GE:PK 01Y Z3 1 @ -4.75 tag (48-SecurityID=98353)
Aggressor Ask GE:PK 01Y Z2 Qty 1 @ -4.75 (tag 48-SecurityID=104133)
Pack Spread Trade Cancel
This example shows market data sent for cancellation of the spread-to-spread trade:
Resting order: Bid 1 @ 35.0 GE:PS Z3-Z4
Aggressor Ask 1 @ 35.0 GE:PS Z3-Z4 (tag 48-SecurityID=129671)