This method only works while main order has not been filled. Use CanBeCanceled property to verify that it is possible to cancel bracket order.

If you want to cancel legs you should cancel those orders directly. Orders can be accessed from global orders collection using ItemByGuid search and CQGBracketOrderLeg.GUID property as search value.

CQGBracketOrder Interface  | CQGBracketOrder Members  | Orders Property  | GUID Property