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Sent by client system to cancel an existing order; an order may be cancelled by referencing the Order ID.

35=F

Tag

Name

Binary Type

Binary Length

Req

Enumeration

Description

37OrderIDuInt648Y

Unique identifier for order assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments.

1505PartyDetailsListReqIDuInt648Y

The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.

For pre-registered messages:

  • Unique ID from Party Details Definition Request Acknowledgment message
  • PartyDetailsListRequestID≠0.

For on-demand messages:

  • If not registered beforehand through iLink then Party Details Definition Request message will be sent along with the business message and will immediately precede it
  • PartyDetailsListRequestID=0.
1028ManualOrderIndicatorManualOrdIndReq1Y
  • 0=Automated
  • 1=Manual
Indicates if the message was initially received manually.
9726SeqNumuInt324Y

Sequence number assigned to this message.

The max value is 999999999 which is 1 short of 1 billion.

5392SenderIDString20Req20Y

For futures and options markets:

Operator ID.

Should be unique per Firm ID.

Assigned value used to identify specific message originator.

Represents last individual or team responsible for the system that modifies the order prior to submission to CME Globex.

For fixed income markets: represents the Entering Trader.

11CIOrdIDString20Req20Y

Unique identifier for order as assigned by client system.

2422OrderRequestIDuInt648Y

OrderRequestID used to identify a request to enter, modify, or delete an order. Echoed back on the Execution Report.

5297SendingTimeEpochuInt648Y
Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
9537LocationString5Req5Y

ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.

The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).

The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).

For valid values, refer to ftp.cmegroup.com/fix/coo

Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.
48SecurityIDInt324Y
Security ID as defined in the market data Security Definition message.
54SideSideReq1Y
  • Side=1 (Buy)
  • Side=2 (Sell)

Side of the order to be cancelled.

9373LiquidityFlagBooleanNULL1N
  • 0=False
  • 1=True

Indicates if an order was submitted for market making obligation as required for MIFID.

Applicable only for EU fixed income markets.

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