Imports QuickFix

Public Sub sendOrderCancelRequest()
  Dim message As New Message();
  ' BeginString
  message.getHeader().setField(New StringField(8, "FIX.4.2"))
  ' SenderCompID
  message.getHeader().setField(New StringField(49, "TW"))
  ' TargetCompID, with enumeration
  message.getHeader().setField(New StringField(56, "TARGET"))
  ' MsgType
  message.getHeader().setField(New CharField(35, 'F'))
  ' OrigClOrdID
  message.setField(New StringField(41, "123"))
  ' ClOrdID
  message.setField(New StringField(11, "321"))
  ' Symbol
  message.setField(New StringField(55, "LNUX"))
  ' Side, with value enumeration
  message.setField(New CharField(54, QuickFix.Side_BUY))
  ' Text
  message.setField(New StringField(58, "Cancel My Order!"))

  Session.sendToTarget(message)
End Sub