This message will allow the client to delete an order that has already been entered into the system.
Cancel All Orders
The CancelOrders message will force Metro to cancel all orders that are currently active. It takes a Message Identifier (which can be any integer) that will be returned in the reply notification, included for the purpose of keeping track of the response to this particular sending and receipt of the CancelOrders message.
Cancel Orders Acknowledgement
This notification is sent to the client upon receiving a request to cancel all orders. The second field is the identifier provided in the client request to cancel orders.