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

Contents

Request

Body

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
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	Click here to expand... 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	price		CONDITIONAL	Criteria ALWAYS when payload.type IN (LIMIT, STOP_LIMIT)
24	→ qtyInt	Quantity Integer	int32		ALWAYS
25	→ sideInd	Side Indicator	marketSideIndicator	BUY (Buy) - Identifies a buy side order CROSS (Cross) SELL (Sell) - Identifies a sell side order	ALWAYS
26	→ status	Status	orderStatus	CANCELED (Canceled) UNDEFINED (Undefined)	ALWAYS
27	→ stopPrice	Stop Price	price		CONDITIONAL	Criteria ALWAYS when payload.type IN (STOP, STOP_LIMIT)
28	→ transactionTime	Transaction Time	dateTime		ALWAYS
29	→ type	Type	orderType	LIMIT (Limit) - A Limit order defines the upper price limit at which to buy an instrument and lower price limit at which to sell an instrument. The price limit is defined in the Price field. If the price is not immediately available, the Limit order will rest until filled or cancelled. MARKET (Market) - A Market order with protection is filled within a pre-defined range of prices referred to as the protected range. For buy orders, protection points are added to the current best offer price to calculate the protection price limit. For sell orders, protection points are subtracted from the current best bid price. MARKET_TO_LIMIT (Market to Limit) - A Market-limit order is executed at the best price available in the market. If the market-limit order can only be partially filled, the order becomes a limit order and the remaining quantity remains on the order book at the specified limit price. STOP (Stop) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop order goes on the book as a Market order once triggered. STOP_LIMIT (Stop Limit) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop-Limit order goes on the book as a Limit order once triggered.	ALWAYS
30	→ venueExecutionId	Venue Execution ID	string		ALWAYS
31	→ venueOrderId	Venue Order ID	string		ALWAYS

Response - 400

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string	1 - {Unclassified error message}	ALWAYS
3	→ message	Message	string		ALWAYS
4	header
5	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.

Response - 403

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string	1 - {Unclassified error message}	ALWAYS
3	→ message	Message	string		ALWAYS
4	header
5	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.

Response - 500

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string	Click here to expand... 1 - {Unclassified error message} 100 - Request is invalid: {Error Message} 1003 - Orders may not be entered while the market is closed Orders may not be entered while the market is paused Orders may not be canceled while the market is closed Orders may not be canceled while the market is paused 101 - {Field} is not present 102 - {Field} has an incorrect value: {Value} 103 - {Field} is invalid 2048 - The order was submitted with a different SenderCompID than the requesting cancel 2051 - The Order was submitted with a different side than the requesting Cancel 7024 - Order cannot be modified or cancelled while the market is in No Cancel 7027 - Order type not permitted while the market is reserved 7029 - Orders may not be entered while the market is forbidden	ALWAYS
3	→ message	Message	string		ALWAYS
4	→ referenceField	Reference Field	string		OPTIONAL
5	header
6	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
7	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.
8	payload
9	→ customerOrderId	Customer Order ID	string		ALWAYS
10	→ transactionTime	Transaction Time	dateTime		OPTIONAL
11	→ venueOrderId	Venue Order ID	string		OPTIONAL