Order Entry API V2 - Cancel Order

Order Entry API V2 - Cancel Order

Cancel a working order by the Venue Order ID and/or Customer Order ID.

URL

/order/cancel

HTTP Method

PUT

Version

2.0.0

Request

Body

Ref

Field

Name

Data Type

Values

Usage

Description

Ref

Field

Name

Data Type

Values

Usage

Description

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

→ requestId

Request ID

String

 

REQUIRED

A unique identifier for the request provided by the client for correlation.

6

→ sentTime

Sent Time

DateTime

 

REQUIRED

Timestamp of the message leaving the producing application.

7

payload

 

8

→ customerOrderId

Customer Order ID

String

  • Length: 1 - 20

REQUIRED

 

9

→ entities

 

10

→ → customerAccountId

Customer Account ID

String

  • Length: 1 - 12

REQUIRED

 

11

→ → customerOriginType

Customer Origin Type

OriginType

  • CUSTOMER (Customer)

  • HOUSE (House)

REQUIRED

 

12

→ → 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

 

13

→ → executingFirmId

Executing Firm ID

String

  • Length: 1 - 10

REQUIRED

 

14

→ → operatorId

Operator ID

String

  • Length: 1 - 18

REQUIRED

 

15

→ → senderCountry

Sender Country

String

  • Length: 1 - 2

REQUIRED

 

16

→ → senderState

Sender State

String

  • Length: 2 - 2

OPTIONAL

 

17

→ instrument

 

18

→ → glbxSecurityId

Globex Security ID

Integer

 

REQUIRED

 

19

→ manualInd

Manual Indicator

YesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

REQUIRED

Indicates whether the order was generated by automated trading logic.

20

→ sideInd

Side Indicator

MarketSideIndicator

  • BUY (Buy) - Identifies a buy side order

  • CROSS (Cross)

  • SELL (Sell) - Identifies a sell side order

REQUIRED

 

21

→ venueOrderId

Venue Order ID

String

 

OPTIONAL

 

Response - 200

Body

Ref

Field

Name

Data Type

Values

Usage

Description

Ref

Field

Name

Data Type

Values

Usage

Description

1

header

 

2

→ requestId

Request ID

string

 

ALWAYS

A unique identifier for the request provided by the client for correlation.

3

→ sentTime

Sent Time

dateTime

 

ALWAYS

Timestamp of the message leaving the producing application.

4

payload

 

5

→ action

Action

orderAction

  • CANCEL (Cancel)

ALWAYS

 

6

→ cancelReason

Cancel Reason

orderCancelReason

  • AGGRESSIVE_SELF_MATCH (Aggressive Self-Match)

  • CREDIT_CONTROL (Credit Control)

  • DISCONNECT (Disconnect)

  • EXCHANGE (Exchange)

  • MINIMUM_QUANTITY (Minimum Quantity)

  • NOT_BEST (Not Best)

  • RESTING_SELF_MATCH (Resting Self-Match)

  • RISK_MANAGEMENT (Risk Management)

OPTIONAL

 

7

→ cumulativeQtyInt

Cumulative Quantity Integer

int32

 

ALWAYS

 

8

→ customerOrderId

Customer Order ID

string

 

ALWAYS

 

9

→ displayQtyInt

Display Quantity Integer

int32

 

OPTIONAL

 

10

→ 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

 

11

→ entities

 

12

→ → customerAccountId

Customer Account ID

string

 

ALWAYS

 

13

→ → customerOriginType

Customer Origin Type

originType

  • CUSTOMER (Customer)

  • HOUSE (House)

ALWAYS

 

14

→ → 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

 

15

→ → executingFirmId

Executing Firm ID

string

 

ALWAYS

 

16

→ → senderCountry

Sender Country

string

 

ALWAYS

 

17

→ → senderState

Sender State

string

 

OPTIONAL

 

18

→ expirationDt

Expiration Date

date

 

CONDITIONAL

Criteria

  • ALWAYS when payload.durationType = GOOD_TILL_DATE

19

→ instrument

 

20

→ → glbxSecurityId

Globex Security ID

int32

 

ALWAYS

 

21

→ manualInd

Manual Indicator

yesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

ALWAYS

Indicates whether the order was generated by automated trading logic.

22

→ minimumQtyInt

Minimum Quantity Integer

int32

 

OPTIONAL

 

23

→ price

Price




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