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The Order Cancel Request (tag 35-MsgType=F) message performs a Cancel of an accepted order.

Tag

Name

Enumeration

Req

Description

Standard Header - Client to CME Globex




35MsgTypeString(2)F=Order Cancel RequestYHeader tag identifying message type.

1

Account

String(12)


Y*

Unique account identifier.

11

ClOrdID

String(20)


Y

Unique order identifier assigned by client system.
Client system must maintain uniqueness of this value for the life of the order.

Refer to iLink - CME Globex Identifiers for more information.

37

OrderID

String(17)


Y*

Unique ID assigned by CME Globex to identify orders.
Unique per instrument per trading session.

Note: Tag 37 value sent from client system to CME Globex must exactly match the value CME Globex assigned.

41

OrigClOrdID

String(20)


Y

Last accepted ClOrdID in the order chain.

Refer to iLink - CME Globex Identifiers for more information.

54

Side

Char(1)

1=Buy

2=Sell

Y

Side of order.

55

Symbol

String(6)


N

This tag contains the Group Code of the instrument.

60

TransactTime

UTCTimestamp(21)


Y

UTC format YYYYMMDD-HH:MM:SS.sss
e.g. 20091216-19:21:41.109

1028

ManualOrderIndicator

Boolean(1)

Y=manual

N=automated

Y*

'N' indicates the message was generated by automated trading logic.

Note: iLink messages containing a value other than 'Y' or 'N' in this tag will be rejected.

This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

5149MemoString(75)
N

Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing

Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.

107

SecurityDesc

String(20)


Y*

Unique Instrument identifier.
Future Example: GEZ8
Option Example: GEZ9 C9375

167

SecurityType

String(6)

FUT=Future

OPT=Option

IRS=Interest Rate Swap

FXSPOT=FX Spot

N

Indicates instrument is future or option.

Note: for options strategy including UDS COMBO or COVERED, send OPT.

For UDS Futures, send FUT.

9717

CorrelationClOrdID

String(20)


Y*

This tag should contain the same value as the tag 11-ClOrdID of the original New Order (tag 35-MsgType-D) message and is used to correlate iLink messages associated with a single order chain.

Refer to iLink - CME Globex Identifiers for more information.

Standard Message Trailer





End of message.

Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally