File: sending_messages_3.html

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quickfix 1.15.1%2Bdfsg-4
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<!DOCTYPE html>

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

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

def sendOrderCancelRequest:
        message = quickfix.Message();
        header = message.getHeader();

        header.setField(quickfix.BeginString("FIX.4.2"))
        header.setField(quickfix.SenderCompID(TW))
        header.setField(quickfix.TargetCompID("TARGET"))
        header.setField(quickfix.MsgType("D"))
        message.setField(quickfix.OrigClOrdID("123"))
        message.setField(quickfix.ClOrdID("321"))
        message.setField(quickfix.Symbol("LNUX"))
        message.setField(quickfix.Side(Side_BUY))
        message.setField(quickfix.Text("Cancel My Order!"))

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