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);