quickfix/doc/html/python/sending_messages_2.html at master · githubCode3a/quickfix · GitHub

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<!DOCTYPE html>

<html>
<head>
  <title></title>
</head>

<body>
  <pre>
<b><code>from quickfix import *

def sendOrderCancelRequest:
        message = quickfix.Message()
        # BeginString
        message.getHeader().setField(quickfix.StringField(8, "FIX.4.2"))
        # SenderCompID
        message.getHeader().setField(quickfix.StringField(49, "TW"))
        # TargetCompID, with enumeration
        message.getHeader().setField(quickfix.StringField(56, "TARGET"))
        # MsgType
        message.getHeader().setField(quickfix.CharField(35, 'F'))
        # OrigClOrdID
        message.setField(quickfix.StringField(41, "123"))
        # ClOrdID
        message.setField(quickfix.StringField(11, "321"))
        # Symbol
        message.setField(quickfix.StringField(55, "LNUX"))
        # Side, with value enumeration
        message.setField(quickfix.CharField(54, quickfix.Side_BUY))
        # Text
        message.setField(quickfix.StringField(58, "Cancel My Order!"))

        Session.sendToTarget(message);
</code></b>
</pre>
</body>
</html>