Sent by the client to request to cancel an order.
|35||MsgType||F||Order Cancel Request message type|
|37||OrderID||123456||System-assigned order ID of the order|
|41||OrigClOrdID||order123||Client-assigned order ID of the order|
|11||ClOrdID||cancel123||optional, client-assigned cancel id of the request|
Only one of OrderID (37) and OrigClOrdID (41) should be provided.
If the order is successfully cancelled, an ExecutionReport (8) with
ExecType=6 (Pending Cancel) will be returned. Otherwise, an OrderCancelReject (9) will be returned. When you receive a Pending Cancel (
ExecType=6) message, this means that the cancel request has entered the global queue to be processed by the order matcher. When you receive an ExecutionReport (8) with
ExecType=4, the order has been successfully cancelled.