Indicates that a previously captured spot-market trade is being canceled.
Sent individually to:
In addition to the cancellation notification, a TradeOperationsSnapshot message with the quantities set to zero will also be sent, as in any other flow that modifies Operations.
The following flow shows the messages involved in a basic scenario with no give-up:
R1: This field will only be populated when TradeOriginType is 1.
R2: This field will only be populated when TradeOriginType is 2.
| Index | Field | Type | Required | Description | Rules |
|---|---|---|---|---|---|
| 1 | TradeOriginType | integer | YES | Indicates whether the participant is the executor of the canceled trade or received it through a give-up Possible values: TradeOriginType |
|
| 2 | TradeInformation | object | NO | Basic trade information known to the executing participants | R1 |
| 2.1 | MatchNumber | string | YES | Unique trade identifier assigned by the trading environment | |
| 2.2 | UtcTradeDateTime | string | YES | Trade date and time in UTC. ISO 8601: YYYY-MM-DDTHH:mm:ssZ |
|
| 2.3 | Instrument | object | YES | Information about the traded instrument | |
| 2.3.1 | Identification | object | YES | Instrument identification | |
| 2.3.1.1 | Id | string | YES | Unique instrument identifier | |
| 2.3.1.2 | Source | string | YES | Identifier source. Always "BASE" | |
| 2.3.2 | TickerSymbol | string | YES | Ticker used in the trading environment | |
| 2.4 | Quantity | integer | YES | Traded quantity | |
| 2.5 | Price | decimal | YES | Traded price | |
| 3 | TradeLegInformation | object | NO | Information specific to the executing leg | R1 |
| 3.1 | Side | integer | YES | Trade side (buy or sell) Possible values: TradeSide |
|
| 3.2 | ParticipantCode | string | YES | Executing participant code | |
| 3.3 | AccountCode | string | YES | Executing account code within the executing participant | |
| 3.4 | OrderId | string | YES | Unique order identifier assigned by the trading environment | |
| 3.5 | OrderEntrySessionName | string | YES | Order-entry session name | |
| 3.6 | OperatorCode | string | NO | Operator code, when applicable | |
| 4 | ReceivedGiveUpInformation | object | NO | Information about the received give-up, when applicable | R2 |
| 4.1 | GiveUpCode | string | YES | Unique give-up identifier assigned by the Clearinghouse | |
| 4.2 | OriginAccountIdentification | object | YES | Identification of the give-up origin account | |
| 4.2.1 | ParticipantCode | string | YES | Code of the participant that owns the account | |
| 4.2.2 | AccountCode | string | YES | Account code | |
| 4.3 | Instrument | object | YES | Information about the traded instrument | |
| 4.3.1 | Identification | object | YES | Instrument identification | |
| 4.3.1.1 | Id | string | YES | Unique instrument identifier | |
| 4.3.1.2 | Source | string | YES | Identifier source. Always "BASE" | |
| 4.3.2 | TickerSymbol | string | YES | Ticker used in the trading environment | |
| 4.4 | Side | integer | YES | Side (buy/sell) Possible values: TradeSide |
|
| 4.5 | Quantity | integer | YES | Given-up quantity | |
| 4.6 | Price | decimal | YES | Traded price | |
| 4.7 | SettlementDate | string | YES | Settlement date assigned to the operation | |
| 5 | TradeCancelInformation | object | YES | Information about the effects of the cancellation | |
| 5.1 | UtcCancellationDateTime | string | YES | Cancellation time in UTC. ISO 8601: YYYY-MM-DDTHH:mm:ssZ |
|
| 5.2 | CancellationReason | integer | YES | Cancellation reason. Set of values to be defined... ⌛ | |
| 5.3 | AffectedOperations | array | YES | Information about the operations known to the participant that were affected by the cancellation. Their quantities will be set to zero. | |
| 5.3.1 | OperationCode | string | YES | Unique identifier of an operation |
{
"TradeOriginType": 1,
"TradeInformation": {
"MatchNumber": "E22FCABBA8FB41A096F9AF4088FD9B4C",
"UtcTradeDateTime": "2026-06-24T13:30:21.289Z",
"Instrument": {
"Identification": {
"Id": "56A7884931364323945C7139C758AA36",
"Source": "BASE"
},
"TickerSymbol": "EXPL3"
},
"Quantity": 55,
"Price": 23.67
},
"TradeLegInformation": {
"Side": 1,
"ParticipantCode": "22",
"AccountCode": "1001",
"OrderId": "7892",
"OrderEntrySessionName": "SESSO123",
"OperatorCode": "A3203"
},
"TradeCancelInformation": {
"UtcCancellationDateTime": "2026-06-24T15:02:56.0889999Z",
"CancellationReason": 1,
"AffectedOperations": [
{
"OperationCode": "E22FCABBA8FB41A096F9AF4088FD9B4C"
}
]
}
}
{
"TradeOriginType": 2,
"ReceivedGiveUpInformation": {
"GiveUpCode": "E22FCABBA8FB41A096F9AF4088FD9B4C",
"OriginAccountIdentification": {
"ParticipantCode": "22",
"AccountCode": "1001"
},
"Instrument": {
"Identification": {
"Id": "56A7884931364323945C7139C758AA36",
"Source": "BASE"
},
"TickerSymbol": "EXPL3"
},
"Side": 1,
"Quantity": 55,
"Price": 23.67,
"SettlementDate": "2026-06-26"
},
"TradeCancelInformation": {
"UtcCancellationDateTime": "2026-06-24T14:56:16.4889999Z",
"CancellationReason": 1,
"AffectedOperations": [
{
"OperationCode": "E22FCABBA8FB41A096F9AF4088FD9B4C"
}
]
}
}