Cancel Order
Message is “Order Cancel Request” (35=F)
| Tag | Name | Required | Notes |
|---|---|---|---|
| 41 | OrigClOrdID | Required | ClOrdID of the order being canceled |
| 11 | ClOrdID | Required | Subscriber order ID for this cancel |
| 54 | Side | Required | 1=Buy·2=SellMust match original |
| 60 | TransactTime | Required | Time of the cancel request |
| 38 | OrderQty | Required | Must be 0 |
PartyBlock-Inbound(453 NoPartyIDs)
Party block sent by subscribers on orders, quotes, and RFO requests. Identifies the trading party and optional sub-accounts.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 448 | PartyID | Required | — |
| 452 | PartyRole | Required | Role of this party entry |
Party Roles
| Role | Name | Required | Notes |
|---|---|---|---|
| 3 | Client ID | Required | Your assigned counterparty code (not MPID) |
| 4 | Clearing Firm | Required (Y/O) | Your MPID shown to contra firms. Optional if OpenYield can determine it via rules; mandatory if multiple MPIDs or configured so. |
| 5 | Investor ID | Optional | Account / sub-account code if subscriber is configured for SubIDs |
| 24 | Customer Code | Required (Y/O) | Pass-through tag; OpenYield returns this unchanged on all responses. Use for internal codes, strategy, algo, desk, portfolio, etc. |
| 11 | Order Origination Trader | Required (Y/O) | Obfuscated trader code for GUI users. OpenYield reflects it on all responses. |
SecurityBlock
The security being traded.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 55 | Symbol | Required | Security identifier (ISIN, CUSIP, or FIGI per configuration) |
| 48 | SecurityID | Required | Security identifier (ISIN, CUSIP, or FIGI per configuration) |
| 22 | SecurityIDSource | Required | 1=CUSIP·4=ISIN·A=Bloomberg FIGI |
| 460 | Product | Required (Y/O) | 1=Agency·3=Corporate·6=Government·11=MunicipalRequired on OpenYield responses; optional on subscriber messages. |
Send an OrderCancelRequest (35=F) to cancel a resting order. Both Market and Limit orders can be canceled.
Set OrigClOrdID (41) to the most recent ClOrdID of the order — if the order was replaced, use the replacement's ClOrdID, not the original. Assign a new ClOrdID (11) for the cancel request itself. Cancels against fully filled orders will be rejected.
For example, cancel order OEMS-0002.1 (OrigClOrdID=OEMS-0002.1), assigning cancel ClOrdID OEMS-0002.2:
Message is “Execution Report” (35=8)
| Tag | Name | Required | Notes |
|---|---|---|---|
| 37 | OrderID | Required | OpenYield's order ID |
| 11 | ClOrdID | Required | Subscriber order ID of the cancel request |
| 41 | OrigClOrdID | Optional | Original order ClOrdID |
| 17 | ExecID | Required | OpenYield's response ID for this message |
| 39 | OrdStatus | Required | 0=New·1=PartiallyFilled·2=Filled·4=Canceled·5=Replaced·8=Rejected·A=PendingNew·B=Calculated |
| 54 | Side | Required | 1=Buy·2=SellMatches order |
| 38 | OrderQty | Required | 0 on cancel request |
| 44 | Price | Required | Matches order |
| 32 | LastQty | Required | 0 |
| 31 | LastPx | Required | 0 |
| 151 | LeavesQty | Required | 0 |
| 14 | CumQty | Required | 0 — no fills |
| 6 | AvgPx | Required | Zero |
| 60 | TransactTime | Required | Time of cancellation |
PartyBlock-Execution(453 NoPartyIDs)
Party block returned by OpenYield on non-fill execution reports.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 448 | PartyID | Required | — |
| 452 | PartyRole | Required | Role of this party entry |
Party Roles
| Role | Name | Required | Notes |
|---|---|---|---|
| 3 | Client ID | Required | Matches Order |
| 4 | Clearing Firm | Optional | Matches Order |
| 5 | Investor ID | Optional | Matches Order |
| 24 | Customer Code | Optional | Matches Order |
| 11 | Order Origination Trader | Optional | Matches Order |
| 1 | Executing Firm | Required | OpenYield MPID |
SecurityBlock
The security being traded.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 55 | Symbol | Required | Security identifier (ISIN, CUSIP, or FIGI per configuration) |
| 48 | SecurityID | Required | Security identifier (ISIN, CUSIP, or FIGI per configuration) |
| 22 | SecurityIDSource | Required | 1=CUSIP·4=ISIN·A=Bloomberg FIGI |
| 460 | Product | Required (Y/O) | 1=Agency·3=Corporate·6=Government·11=MunicipalRequired on OpenYield responses; optional on subscriber messages. |
ExecutionReportCore
Fields common to all order execution reports: ExecType discriminator and optional Yield.
| Tag | Name | Required | Notes |
|---|---|---|---|
| 150 | ExecType | Required | 0=New·4=Canceled·5=Replaced·8=Rejected·F=Trade·G=TradeCorrect·H=TradeCancel |
| 236 | Yield | Optional | Set for fixed and zero coupon bonds |
OpenYield responds with an Execution Report (35=8, ExecType 150=4 Canceled, OrdStatus 39=4 Canceled). LeavesQty (151) is 0.