Server Side Cancellations

Maker-Or-Cancel

This is an example of an Execution Report for an order that was canceled because part or all of the maker-or-cancel order would fill immediately:

Code
 
8=FIX.4.4|9=207|35=8|34=6|49=GEMINI|52=20180530-15:25:13.110|56=DEV|6=0|11=GHDzdNUUXaMMDZdfwe|14=0|17=48|18=6|37=46|38=10|39=4|44=448.01|54=1|55=BTCUSD|58=MAKER_OR_CANCEL_WOULD_TAKE|59=1|60=20150218-18:45:02.030|150=4|151=0|10=031|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 207
       34                     MsgSeqNum: 6
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180530-15:25:13.110
       56                  TargetCompID: DEV
BODY
        6                         AvgPx: 0
       11                       ClOrdID: GHDzdNUUXaMMDZdfwe
       14                        CumQty: 0
       17                        ExecID: 48
       18                      ExecInst: PARTICIPATE_DONT_INITIATE (6)
       37                       OrderID: 46
       38                      OrderQty: 10
       39                     OrdStatus: CANCELED (4)
       44                         Price: 448.01
       54                          Side: BUY (1)
       55                        Symbol: BTCUSD
       58                          Text: MAKER_OR_CANCEL_WOULD_TAKE
       59                   TimeInForce: GOOD_TILL_CANCEL (1)
       60                  TransactTime: 20150218-18:45:02.030
      150                      ExecType: CANCELED (4)
      151                     LeavesQty: 0
TRAILER
       10                      CheckSum: 031

Immediate-Or-Cancel

This is an example of an Execution Report for an order that was canceled because the immediate-or-cancel order would not fill immediately:

Code
 
8=FIX.4.4|9=212|35=8|34=4|49=GEMINI|52=20180530-15:34:56.648|56=DEV|6=448.06|11=GHDzdNUUXaMMDZdfwe|14=1.2|17=35|37=31|38=5.0|39=4|44=448.06|54=2|55=BTCUSD|58=IMMEDIATE_OR_CANCEL_WOULD_POST|59=3|60=20150218-18:45:02.017|150=4|151=0|10=062|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 212
       34                     MsgSeqNum: 4
       35                       MsgType: ExecutionReport (8)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180530-15:34:56.648
       56                  TargetCompID: DEV
BODY
        6                         AvgPx: 448.06
       11                       ClOrdID: GHDzdNUUXaMMDZdfwe
       14                        CumQty: 1.2
       17                        ExecID: 35
       37                       OrderID: 31
       38                      OrderQty: 5.0
       39                     OrdStatus: CANCELED (4)
       44                         Price: 448.06
       54                          Side: SELL (2)
       55                        Symbol: BTCUSD
       58                          Text: IMMEDIATE_OR_CANCEL_WOULD_POST
       59                   TimeInForce: IMMEDIATE_OR_CANCEL (3)
       60                  TransactTime: 20150218-18:45:02.017
      150                      ExecType: CANCELED (4)
      151                     LeavesQty: 0
TRAILER
       10                      CheckSum: 062

View the most common reasons here.