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