Documentation Index
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Cancelling an order
CancelOrderRequest (120)
Request to cancel an existing order. This message cannot cancel quotes.
| Field | Name | Type | Length | Description |
|---|
| 1 | clientOrderId | int64 | 8 | Numeric client order ID |
| 2 | correlationId | int64 | 8 | Client-assigned ID |
| 3 | instrumentId | int64 | 8 | Instrument identifier |
CancelOrderResponse (220)
Response to confirm a CancelOrderRequest was successful, sent from the exchange to the client.
| Field | Name | Type | Length | Description |
|---|
| 1 | transactTime | int64 | 8 | Nanoseconds since epoch. Time of exit out of the order book |
| 2 | execId | int64 | 8 | Exchange-assigned event ID |
| 3 | clientOrderId | int64 | 8 | Numeric client order ID |
| 4 | correlationId | int64 | 8 | Client-assigned ID |
| 5 | orderId | int64 | 8 | Numeric exchange assigned order ID |
| 6 | instrumentId | int64 | 8 | Numeric instrument ID |
| 7 | receiveTime | int64 | 8 | Nanoseconds since epoch. Time of receipt of cancellation on the gateway. |
CancelOrderReject (222)
Reject generated in case a CancelOrderRequest is unsuccessful.
| Field | Name | Type | Length | Description |
|---|
| 1 | transactTime | int64 | 8 | Nanoseconds since epoch. Time of entry into the order book |
| 2 | clientOrderId | int64 | 8 | Numeric client order ID |
| 3 | correlationId | int64 | 8 | Client-assigned ID |
| 4 | orderId | int64 | 8 | Numeric exchange assigned order ID |
| 5 | instrumentId | int64 | 8 | Numeric instrument ID |
| 6 | reason | int8 | 1 | Rejection reason code. See Rejection Reason Codes for possible values. |
| 7 | detailsLength | uint8 | 1 | Length of details field |
| 8 | details | char | 0-255 | ASCII-encoded string |
