Cancelling an order
Cross-Session Cancelling: Orders can be cancelled from a different SBE session than the one that submitted them. For example, an order submitted on session A can be cancelled on session B.Response Routing:
CancelOrderResponse is sent to the session that sent the CancelOrderRequest. The original submit session receives a cancellation notification via an unsolicited OrdersCanceled message.Event Scoping: An SBE connection only receives events about orders submitted through that same connection.CancelOrderRequest (120)
Request to cancel an existing order by its client order ID. This message cannot cancel quotes.CancelOrderByIdRequest (125)
Request to cancel an existing order by its exchange-assigned order ID. Use this when theclientOrderId 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.
CancelOrderResponse (220)
Response to confirm aCancelOrderRequest was successful, sent from the exchange to the client.
CancelOrderReject (222)
Reject generated in case aCancelOrderRequest is unsuccessful.