Usage
Moment sends an Order Cancel Request to the Venue to initiate a cancelation. The Venue should subsequently respond with an Execution Report acknowledging the cancel request.
Schema
| Field Name | Tag | Required | Description |
|---|---|---|---|
| StandardHeader | |||
| OrigClOrdID | 41 | Y | ClOrdID (11) of the order to be canceled, as provided by Moment. |
| ClOrdID | 11 | Y | Unique identifier for the Order Cancel Request message. |
| SecurityID | 48 | Y | Should match field in NewOrderSingle. |
| SecurityIDSource | 22 | Y | Should match field in NewOrderSingle. |
| Side | 54 | Y | Should match field in NewOrderSingle. |
| OrderQty | 38 | Y | Should match field in NewOrderSingle. |
| TransactTime | 60 | Y | Time the cancel request was created (GMT). |
| StandardTrailer |