Usage
When the Client sends an OrderCancelRequest
to Moment, Moment will immediately respond with an ExecutionReport
with an ExecType
of "Pending Cancel" (150=6) to indicate that Moment has received the cancel request. Moment will subsequently send the Client one of the following:
- An
OrderCancelReject
(35=9) indicating that Moment has rejectedOrderCancelRequest
. - An
ExecutionReport
(35=8) indicating that the order has been successfully canceled and the Client should expect no further updates on the order. - An
ExecutionReport
(35=8) indicating that an additional update has occurred to the order before the order could be canceled. While uncommon, this could occur if there is an in-flight fill for the order. If the order is still open after the new update, Moment will attempt to cancel the remainder of the order.
Unlike all other Execution Report messages, the cancel acknowledgement message indicates an update to the Cancel Request's state, not the Order's state. As a result, the ClOrdID in the cancel acknowledgement refers to the ClOrdID of the Cancel Request, and all fields referring to the Order's attributes are omitted. The cancel acknowledgement does not represent a change in the Order's state. Moment will subsequently send an update to the Order's state if the Order is successfully canceled.
Schema: ExecutionReport
(35=8, 150=6, 39=6)
ExecutionReport
(35=8, 150=6, 39=6)Field Name | Tag | Description | Required | Example |
---|---|---|---|---|
OrderID | 37 | Unique, Moment-assigned ID for the Order Cancel Request. | Y | "29b5e57e-0adc-45cf-936d-5b1055abeb08" |
ExecID | 17 | Unique, Moment-assigned ID for the Execution Report message. This identifier will be unique across all Execution Report messages that Moment sends to the Client. | Y | "0a6a1b6c-b22c-4dc3-ad2f-7496c28f2c10" |
ExecType | 150 | "6" = Pending Cancel. This message indicates that Moment has received a cancel request from the Client. | Y | "6" |
TransactTime | 60 | Time when the event being reported occurred. | Y | "20231005-11:48:33" |
ClOrdID | 11 | Matches field from the Order Cancel Request. Note that this refers to the Client-assigned ID for the Order Cancel Request, not the order that the Client is attempting to cancel. | Y | "fcd69fbf-0c0f-41fa-8c4b-45c36c73ca06" |
OrdStatus | 39 | "6" = Pending Cancel. Moment has received an Order Cancel Request and will subsequently send an Order Cancel Reject or an Execution Report. | Y | "6" |