The OrderCancelRequest(35=F) message requests the cancellation of all of the remaining quantity of an existing order.
Additional detail from the official source
Do not use this message to reduce an outstanding order's quantity, use the OrderCancelReplaceRequest(35=G) message for this purpose.
A OrderCancelRequest(35=F) message is assigned a ClOrdID(11) and is treated as a separate entity. If rejected, the ClOrdID(11) of the OrderCancelRequest(35=F) message will be sent in the OrderCancelReject(35=9) message, as well as the ClOrdID(11) of the actual order in OrigClOrdID(41). The ClOrdID(11) assigned to the OrderCancelRequest(35=F) message must be unique amongst the ClOrdID(11) values assigned to regular orders and replacement orders.
An immediate response to this message is required. It is recommended that an ExecutionReport(35=8) with ExecType(150)=6 (Pending Cancel) be sent unless the OrderCancelRequest(35=F) message can be immediately accepted (ExecutionReport(35=8) with ExecType(150)=4 (Canceled)) or rejected (OrderCancelReject(35=9) message). A successful OrderCancelRequest(35=F) may depend on the receiving party's ability to cancel the order; if request is rejected the order is still active and subject to fills.
Message structure 2653 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
Includes nested components and groups. Escape clears the filter.
Execution destination when referring to orders that were not electronically submitted over FIX and ClOrdID has not been assigned or is not available to the recipient of the request.
Time this order request was initiated/released by the trader or trading system.
OrderQtyDataComponent—
Conditionally required when the OrderQtyData component is required or specified in a prior, related message.
For example, when used in a work flow including a NewOrderSingle(35=D) or NewOrderCross(35=s) message, the OrderQtyData component is a required component in these messages and thus the component is required here. When the OrderQtyData component is optional in a related message, such as the NewOrderMultileg(35=AB), the component is required here when specified in the prior, related NewOrderMultileg(35=AB) message.