Trade Cancel or Correct Message Fields

Used to relay a trade which has been cancelled (busted) or corrected (price or size change only). The CorrectedPrice and CorrectedSize fields will be set to 0 for cancelled trades and to the new trade price and/or size for corrected trades. Trade Cancel or Correct messages can be sent for same day as well as previous day trades.

Trade cancels or corrections to complex instruments will result in individual Trade Cancel or Correct messages being sent for each leg. No cancels or corrections will be sent for complex instruments.