Cancel Order

Request to cancel a single order or quote (see Mass Cancel Order for the cancellation of multiple orders and/or quotes).

• Time priority is maintained on a cancel order in the following cases:
  • A decrease in OrderQty with no other changes
  • A decrease in OrderQty, a change to the OEOID and/or the ManualOrderIndicator, and no other changes
  • A decrease in OrderQty and/or a change to the StopPx on an unelected stop order with no other changes
  • A decrease in the OrderQty and/or a change to the StopPx on an unelected stop order, a change to the OEOID and/or the ManualOrderIndicator, and no other changes.

The Cancel Order message can be used to cancel either futures or options orders.