I’d like to confirm that user would still use F(OrderCancelRequest) to cancel a NewOrderMultileg order?
Confirmed. OrderCancelReject(35=9) then has the option to convey the type of cancel request that was rejected with CxlRejResponseTo(434).
I’d like to confirm that user would still use F(OrderCancelRequest) to cancel a NewOrderMultileg order?
Confirmed. OrderCancelReject(35=9) then has the option to convey the type of cancel request that was rejected with CxlRejResponseTo(434).