iLink 2 Order Cancel Request
The Order Cancel Request (tag 35-MsgType=F) message performs a Cancel of an accepted order.
Tag | Name | Enumeration | Req | Description | |
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35 | MsgType | String(2) | F=Order Cancel Request | Y | Header tag identifying message type. |
1 | Account | String(12) |
| Y* | Unique account identifier. |
11 | ClOrdID | String(20) |
| Y | Unique order identifier assigned by client system. Refer to iLink - CME Globex Identifiers for more information. |
37 | OrderID | String(17) |
| Y* | CME Globex assigned order identifier; globally unique for each message published. Note: Tag 37 value sent from client system to CME Globex must exactly match the value CME Globex assigned. |
41 | OrigClOrdID | String(20) |
| N | Last accepted ClOrdID in the order chain. Refer to iLink - CME Globex Identifiers for more information. |
54 | Side | Char(1) | 1=Buy 2=Sell | Y | Side of order. |
55 | Symbol | String(6) |
| N | This tag contains the Group Code of the instrument. |
60 | TransactTime | UTCTimestamp(21) |
| Y | UTC format YYYYMMDD-HH:MM:SS.sss |
1028 | ManualOrderIndicator | Boolean(1) | Y=manual N=automated | Y* | 'N' indicates the message was generated by automated trading logic. Note: iLink messages containing a value other than 'Y' or 'N' 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. |
5149 | Memo | String(75) |
| N | Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response. |
107 | SecurityDesc | String(20) |
| Y* | Unique Instrument identifier. |
167 | SecurityType | String(6) | FUT=Future OPT=Option IRS=Interest Rate Swap FXSPOT=FX Spot | N | Indicates instrument is future or option. Note: for options strategy including UDS COMBO or COVERED, send OPT. For UDS Futures, send FUT. |
9717 | CorrelationClOrdID | String(20) |
| Y* | This tag should contain the same value as the tag 11-ClOrdID of the original New Order (tag 35-MsgType-D) message and is used to correlate iLink messages associated with a single order chain. Refer to iLink - CME Globex Identifiers for more information. |
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Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally
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