Imports QuickFix

Public Sub sendOrderCancelRequest()
  Dim message As QuickFix41.OrderCancelRequest(New OrigClOrdID("123"), New ClOrdID("321"), New Symbol("LNUX"), New Side(Side.BUY))

  message.set(new Text("Cancel My Order!"))

  Session.sendToTarget(message, "TW", "TARGET")
End Sub