Order Entry V2 Websocket - Cancel Order

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 (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)

• HOUSE (House)

REQUIRED

13

→ → customerType

Customer Type

CustomerType

• MEMBER_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 (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 (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) - 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

• YES (Yes) - Yes

REQUIRED

Indicates whether the order was generated by automated trading logic.

21

→ sideInd

Side Indicator

MarketSideIndicator

• BUY (Buy) - Identifies a buy side order

• CROSS (Cross)

• SELL (Sell) - Identifies a sell side order

REQUIRED

22

→ venueOrderId

Venue Order ID

String

OPTIONAL

1

header

2

→ messageType

Message Type

messageType

• ORDSTS (Order Status)

ALWAYS

3

→ possibleRetransInd

Possible Retransmission Indicator

yesNoIndicator

• NO (No) - No

• 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)

ALWAYS

9

→ cancelReason

Cancel Reason

orderCancelReason

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) - Order expires at the end of the trading day.

• FILL_AND_KILL (Fill and Kill) - Order is immediately executed against any available quantity and any remaining quantity is eliminated

• FILL_OR_KILL (Fill or Kill) - Order is filled completely or else eliminated

• GOOD_TILL_CANCEL (Good till Cancel) - Order remains working until cancelled

• GOOD_TILL_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)

• HOUSE (House)

ALWAYS

17

→ → customerType

Customer Type

customerType

• MEMBER_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 (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 (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) - 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

• ALWAYS when payload.type = "GOOD_TILL_DATE"

22

→ instrument