Usage
A Client may send an Order Cancel Request to attempt to cancel an outstanding order. This is equivalent to submitting a request to the [DELETE v1/trading/order/{id}/ endpoint. Note that Moment may reject an Order Cancel Request for several reasons, including: 1) the request was for an order that is no longer active; 2) the request was for a non-existent order; and 3) a cancel request is already pending. In that case, Moment will send an Order Cancel Reject (35=9).
Schema
| Tag | Field Name | Description | Required | Example |
|---|---|---|---|---|
| 41 | OrigClOrdID | ClOrdID (11) of the order to be canceled, as provided by the Client. | Y | "fcd69fbf-0c0f-41fa-8c4b-45c36c73ca06" |
| 11 | ClOrdID | Unique identifier for the Order Cancel Request message. | Y | "79994033-8afb-4803-9702-ed66e86c298c" |
| 48 | SecurityID | Clients may provide a CUSIP or ISIN. | Y | "912797GM3" |
| 22 | SecurityIDSource | Source of the SecurityID (48). "1" = CUSIP "4" = ISIN | Y | "1" |
| 60 | TransactTime | Time the cancel request was created (GMT). | Y | "20231005-11:48:33" |
| 5047 | TradingGroup | The trading or risk group for which the order is being placed. | Y | "GRP_1" |
| 5017 | MsgNum | Moment-assigned ID for an Execution Report message. | Y | "202410160000000026" |
| 17 | ExecID | Unique, Moment-assigned Event ID. This identifier will be unique across all messages that Moment sends to the Client. | Y | "01JADC9ARQ3A2NW9D3Y5VBA3S1" |