Sent by client system to cancel an existing order; an order may be cancelled by referencing the Order ID.
Unique identifier for order assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments.
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:
For on-demand messages:
|1028||ManualOrderIndicator||ManualOrdIndReq||1||Y||Indicates if the message was initially received manually.|
Sequence number assigned to this message.
The max value is 999999999 which is 1 short of 1 billion.
For futures and options markets:
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.
Unique identifier for Order as assigned by client system. Uniqueness must be guaranteed within a single trading day.
Firms, particularly those which electronically submit multi-day orders, trade globally, or throughout market close periods, should ensure uniqueness across days.
OrderRequestID used to identify a request to enter, modify, or delete an order. Echoed back on the Execution Report.
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970.|
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.
|48||SecurityID||Int32||4||Y||Security ID as defined in the market data Security Definition message.|
Side of the order to be cancelled.
Indicates if an order was submitted for market making obligation as required for MIFID.
Applicable only for EU fixed income markets.