require 'quickfix_ruby'
def sendOrderCancelRequest
message = Quickfix::Message.new();
header = message.getHeader();
header.setField(Quickfix::BeginString.new("FIX.4.2"))
header.setField(Quickfix::SenderCompID.new(TW))
header.setField(Quickfix::TargetCompID.new("TARGET"))
header.setField(Quickfix::MsgType.new("D"))
message.setField(Quickfix::OrigClOrdID.new("123"))
message.setField(Quickfix::ClOrdID.new("321"))
message.setField(Quickfix::Symbol.new("LNUX"))
message.setField(Quickfix::Side.new(Side.BUY))
message.setField(Quickfix::Text.new("Cancel My Order!"))
Quickfix::Session.sendToTarget(message)
end