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Cancelling an order

CancelOrderRequest (120)

Request to cancel an existing order. This message cannot cancel quotes.
FieldNameTypeLengthDescription
1clientOrderIdint648Numeric client order ID
2correlationIdint648Client-assigned ID
3instrumentIdint648Instrument identifier

CancelOrderResponse (220)

Response to confirm a CancelOrderRequest was successful, sent from the exchange to the client.
FieldNameTypeLengthDescription
1transactTimeint648Nanoseconds since epoch. Time of exit out of the order book
2execIdint648Exchange-assigned event ID
3clientOrderIdint648Numeric client order ID
4correlationIdint648Client-assigned ID
5orderIdint648Numeric exchange assigned order ID
6instrumentIdint648Numeric instrument ID
7receiveTimeint648Nanoseconds since epoch. Time of receipt of cancellation on the gateway.

CancelOrderReject (222)

Reject generated in case a CancelOrderRequest is unsuccessful.
FieldNameTypeLengthDescription
1transactTimeint648Nanoseconds since epoch. Time of entry into the order book
2clientOrderIdint648Numeric client order ID
3correlationIdint648Client-assigned ID
4orderIdint648Numeric exchange assigned order ID
5instrumentIdint648Numeric instrument ID
6reasonint81Rejection reason code. See Rejection Reason Codes for possible values.
7detailsLengthuint81Length of details field
8detailschar0-255ASCII-encoded string