Imports QuickFix

Public Sub sendOrderCancelRequest()
  Dim message As New Message()
  Dim header As Header = message.getHeader()

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

  Session.sendToTarget(message)
End Sub