Cancel Order Message Fields

Request to cancel a single order.

A single order cancellation references the ClOrdID from a previous order (OrigClOrdID field). A Cancel Order message cannot be used to cancel a single quote: referencing a previous OrderID from a quote will be rejected.

Cancel Order messages for GTC and GTD orders may continue to be issued anytime after the trading session ends. All other order message types received after the market closes will be rejected. See Port Types for more details on when orders are allowed to be cancelled following the close of trading.