Fix协议介绍10-取消订单请求（OrderCancelRequest）

FIX.5.0SP2 Message

OrderCancelRequest [type 'F']

<OrdCxlReq>

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).

Added  FIX.2.7

Expand Components | Collapse Components

 Field or ComponentField NameFIXML nameReq'dCommentsDepr.ComponentStandardHeaderBaseHeader

MsgType = F

 41OrigClOrdID@OrigID 

ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.

Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID

 37OrderID@OrdID 

Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).

 11ClOrdID@ID

Unique ID of cancel request as assigned by the institution.

 526SecondaryClOrdID@ID2   583ClOrdLinkID@LnkID   66ListID@ListID 

Required for List Orders

 586OrigOrdModTime@OrigOrdModTm   1Account@Acct   660AcctIDSource@AcctIDSrc   581AccountType@AcctTyp   ComponentPartiesPty 

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

 ComponentInstrumentInstrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 ComponentFinancingDetailsFinDetls 

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

Must match original order

 ComponentUndInstrmtGrpUndly 

Number of underlyings

 54Side@Side  60TransactTime@TxnTm

Time this order request was initiated/released by the trader or trading system.

 ComponentOrderQtyDataOrdQty

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

Note: OrderQty = CumQty + LeavesQty (see exceptions above)

 376ComplianceID@ComplianceID   58Text@Txt   354EncodedTextLen@EncTxtLen 

Must be set if EncodedText field is specified and must immediately precede it.

 355EncodedText@EncTxt 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 ComponentStandardTrailer   

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消息实现：

package cs.mina.codec.msg;import java.util.HashSet;import java.util.List;import java.util.Set;import cs.mina.exception.InValidDataException;/* *@author(huangxiaoping) *@date 2013-11-29 */public class OrderCancelRequestMsg extends BaseMsg {private Tag clOrdID=new Tag("11","String",true);private Tag parties=new PartiesTag(false);private Tag instrument=new InstrumentTag(true);private Tag transactTime=new Tag("60","UTCTimestamp",true);private Tag side=new Tag("54","char",true);private Tag orderQtyData=new OrderQtyDataTag(true);private Tag text=new Tag("58","String",false);private Tag orderID=new Tag("37","String",false);private Tag origClOrdID=new Tag("41","String",false);private Set<String> tagIdsSet=new HashSet<String>();public OrderCancelRequestMsg(){this.getHeadEntity().getMsgType().setTagValue("F");tagIdsSet.add("11");tagIdsSet.add("60");tagIdsSet.add("54");tagIdsSet.add("58");tagIdsSet.add("37");tagIdsSet.add("41");this.bodyEntity.getBodyTagList().add(clOrdID);this.bodyEntity.getBodyTagList().add(parties);this.bodyEntity.getBodyTagList().add(instrument);this.bodyEntity.getBodyTagList().add(transactTime);this.bodyEntity.getBodyTagList().add(side);this.bodyEntity.getBodyTagList().add(orderQtyData);this.bodyEntity.getBodyTagList().add(text);this.bodyEntity.getBodyTagList().add(orderID);this.bodyEntity.getBodyTagList().add(origClOrdID);}@Overridepublic void decodeBody() {}@Overridepublic void validate() {this.headEntity.validate();List<Tag> bodyTagList=this.bodyEntity.getBodyTagList();for(int i=0;i<bodyTagList.size();i++){bodyTagList.get(i).validate();}this.tailerEntity.validate();if(side.getTagValue()!=null){if(!MsgUtil.side.contains(side.getTagValue())){throw new InValidDataException("side错误["+side.getTagId()+"="+side.getTagValue()+"]");}}}public Tag getClOrdID() {return clOrdID;}public void setClOrdID(Tag clOrdID) {this.clOrdID = clOrdID;}public Tag getParties() {return parties;}public void setParties(Tag parties) {this.parties = parties;}public Tag getInstrument() {return instrument;}public void setInstrument(Tag instrument) {this.instrument = instrument;}public Tag getTransactTime() {return transactTime;}public void setTransactTime(Tag transactTime) {this.transactTime = transactTime;}public Tag getSide() {return side;}public void setSide(Tag side) {this.side = side;}public Tag getOrderQtyData() {return orderQtyData;}public void setOrderQtyData(Tag orderQtyData) {this.orderQtyData = orderQtyData;}public Tag getText() {return text;}public void setText(Tag text) {this.text = text;}public Tag getOrderID() {return orderID;}public void setOrderID(Tag orderID) {this.orderID = orderID;}public Tag getOrigClOrdID() {return origClOrdID;}public void setOrigClOrdID(Tag origClOrdID) {this.origClOrdID = origClOrdID;}public Set<String> getTagIdsSet() {return tagIdsSet;}public void setTagIdsSet(Set<String> tagIdsSet) {this.tagIdsSet = tagIdsSet;}}

消息处理：略