Overview
The Order Cancel Request message (MsgType = “F”) enables cancellation of all remaining quantity on an existing order within the Buildmarkets FIX Gateway.Key Warning
“A cancel request may be rejected if the order is already filled, expired, or in a non-cancellable state.” Monitor for either confirmation via Execution Report or denial via Order Cancel Reject.Required Fields
| Tag | Field | Description | Type |
|---|---|---|---|
| 1 | Account | Trading account identifier | String |
| 11 | ClOrdID | Unique identifier for cancel request | String |
| 37 | OrderId | OrderId from the gateway | String |
| 41 | OrigClOrdID | ClOrdID of order being cancelled | String |
| 48 | SecurityID | Security identifier (numeric) | Numeric |
| 55 | Symbol | Security symbol in uppercase | String |
| 60 | TransactTime | Transaction timestamp | UTCTimestamp |
| 167 | SecurityType | Type: CS (stock), OPT (option), MLEG (multileg) | String |
Optional Fields
| Tag | Field | Description |
|---|---|---|
| 54 | Side | Must match original order’s side (1=Buy, 2=Sell) |
Message Examples
Equity Order Cancellation:REST Alternatives
- Single-leg:
POST /api/external/cancel?OrderCode={code}&AccountNo={acct} - Multi-leg:
POST /api/Order/CancelMultiLegOrder(JSON body)