Order Cancelled Message Fields

This message indicates an order has been cancelled. The cancellation may be solicited or unsolicited. A solicited cancellation is in response to a Cancel Order or a Purge Orders message.

For all MTP related cancels, Members should expect to receive an Order Restated message with LeavesQty = 0 and the full set of MTP-related fields. Refer to Order Restated message fields for further information.