Automated Request Cancel

If configured for the subscriber, OpenYield cancels the limit order for the RFO on the marketplace at the end of the firm window, if any quantity is unfilled at that time and the limit order is still on the market.

OpenYield signals the order cancellation with an Execution Report (35=8) with ExecType Canceled (150=4) and OrdStatus Canceled (39=4). The ClOrdID (11) is generated by OpenYield by appending -CANCEL to the request's ID, which is carried in OrigClOrdID (41):

8=FIX.4.4 9=348 35=8 34=496 49=OPENYIELD-RQ 52=20250214-21:28:40.002 56=BASTION-RQ 6=0 11=REQ-MUN-000H-CANCEL 14=0 17=RSP20250214-OD-000000000129 22=4 31=0 32=0 37=ORD20250214-OD-000000000035 38=100 39=4 41=REQ-MUN-000H 44=0 48=US023135CF19 54=2 55=US023135CF19 118=0 136=0 150=4 151=0 157=0 159=0 236=0 381=0 453=3 448=Bastion 452=3 448=BAST 452=4 448=OYLD 452=1 10=146