Posted: Jun 18, 2020 @ 10:17 AM             Msg. 1 of 2

Hello!

I am implementing FIX API and have question about "OrderCancelRequest" message (FIX 4.4).
In FIX API documentation "OrdQty" field is marked as mandatory. And if actual order's qty value will not match to request's "OrdQty" value, then this cancel request will be rejected.

Is there a way to cancel order (via FIX API) with all of its available qty, meaning regardless of what its actual qty at the market?

Posted: Jun 19, 2020 @ 11:14 AM             Msg. 2 of 2

Your application will know the original order qty with the Execution Reports we send.