Cancelling an Order

Cancel a working order with the Starbase Binary API. Covers CancelOrderRequest, CancelOrderResponse, and CancelOrderReject message flow and error codes.

Cancelling an order

Cross-Session Cancelling: Orders can be cancelled from a different SBE session than the one that submitted them. An order submitted on gateway side A can be cancelled on side B of the same pair.

Response Routing: The session that sends the cancel receives CancelOrderResponse. When that session is not the one that submitted the order, and the submitting session has negotiated schema version 17 or later, the submitting session receives an unsolicited OrdersCanceled (310). The OrdersCanceled layout is unchanged (additive, backward-compatible). Sessions negotiated below 17 keep the previous routing: CancelOrderResponse is delivered to both sessions. Fills stay on the submitting session. See Cross-session acknowledgements.

CancelOrderRequest (120)

Request to cancel an existing order by its client order ID. This message cannot cancel quotes.

Field	Name	Type	Length	Description
1	clientOrderId	int64	8	Numeric client order ID
2	correlationId	int64	8	Client-assigned ID
3	instrumentId	int64	8	Instrument identifier

CancelOrderByIdRequest (125)

Request to cancel an existing order by its exchange-assigned order ID. Use this when the clientOrderId is not known. This message cannot cancel quotes. Responses are the same as for CancelOrderRequest: a CancelOrderResponse (220) on success or a CancelOrderReject (222) on failure.

Field	Name	Type	Length	Description
1	orderId	int64	8	Numeric exchange-assigned order ID
2	correlationId	int64	8	Client-assigned ID
3	instrumentId	int64	8	Instrument identifier

CancelOrderResponse (220)

Response to confirm a CancelOrderRequest or CancelOrderByIdRequest was successful, sent to the session that sent the cancel. When the cancel is sent from a different session than the one that submitted the order, the submitting session is notified with an unsolicited OrdersCanceled (310) once that session has negotiated schema version 17 or later. See Cross-session acknowledgements.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of exit out of the order book
2	execId	int64	8	Exchange-assigned event ID
3	clientOrderId	int64	8	Numeric client order ID
4	correlationId	int64	8	Client-assigned ID
5	orderId	int64	8	Numeric exchange assigned order ID
6	instrumentId	int64	8	Numeric instrument ID
7	receiveTime	int64	8	Nanoseconds since epoch. Time of receipt of cancellation on the gateway.
8	quantity	Decimal72	9	Order quantity known to the matching engine. Added in schema version 16.
9	totalFilled	Decimal72	9	Cumulative filled quantity. Cancelled/leaves quantity is quantity - totalFilled. Added in schema version 16.

quantity (field 8) and totalFilled (field 9) were added in schema version 16. Clients that negotiate a schema version below 16 do not receive these fields.

CancelOrderReject (222)

Reject generated in case a CancelOrderRequest is unsuccessful.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of entry into the order book
2	execId	int64	8	Exchange-assigned event ID
3	clientOrderId	int64	8	Numeric client order ID
4	correlationId	int64	8	Client-assigned ID
5	orderId	int64	8	Numeric exchange assigned order ID
6	instrumentId	int64	8	Numeric instrument ID
7	reason	int8	1	0=Error 1=UnknownOrder 2=ClientPermissionError 3=NotAllowedByMarketState 4=CancelPending 5=InLiquidation 6=InvalidInstrument 7=TimeInForce 8=SpeedBumpConvertedToIoc
8	details	char	0-255	ASCII-encoded string