How are orders canceled at the end of the Blue Ocean ATS trading day? When the Blue Ocean session ends, orders are automatically canceled at session close. The system now issues Unsolicited Cancel messages to participants. These messages confirm that the cancellation was triggered by session close and carry the following FIX tags: MsgType [35] = 8 (Execution Report) OrderStatus [39] = 4 (Cancel) ExecType [150] = 4 (Cancel) CustomCancelReasonCode [21004] = 4 (EndOfTrading)
