This page provides Trade Summary messaging scenarios and examples that can occur for a Trade Cancel event.

Contents

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)

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)

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)