The order cancel/replace request is used to change the parameters of an existing order. Quantity and prices are the parameters we support changing.
Requests that cannot be processed will be rejected using the Order Cancel Reject (9) message.
Order Cancel/Replace Request
|
Tag |
Field Name |
Req’d |
Comment |
|
|
Standard Header |
Y |
MsgType = G |
|
11 |
ClOrdID |
Y |
Unique identifier of replacement order as assigned by Client. Note that this identifier will be used in ClOrdID field of the Cancel Reject (9) message if the replacement request is rejected. Max length: 32. |
|
41 |
OrigClOrdID |
Y |
ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. |
|
1 |
Account |
N |
Must match original order. |
|
21 |
HandlInst |
Y |
Must match original order. |
|
15 |
Currency |
Y |
Must match original order. |
|
111 |
MaxFloor |
N |
If provided, must be less than or equal to OrderQty. |
|
22 |
IDSource |
N |
Valid value is 4 = ISIN number. Required if ISIN number is used for equity identification. |
|
48 |
SecurityID |
N |
ISIN number of equity. Required if ISIN number is used for equity identification. |
|
55 |
Symbol |
N |
Ticker Symbol. Required if Symbol/ SymbolSfx combination is used for equity identification. Must match original order. |
|
65 |
SymbolSfx |
N |
Additional information about the equity. May be specified if Symbol/ SymbolSfx combination is used for equity identification. Must match original order. |
|
54 |
Side |
Y |
In case Tagging Short Sale is enabled for the route side Sell (2) may be changed to Sell Short (5) and vise versa. In other cases it must match original order side. |
|
38 |
OrderQty |
Y |
Number of shares ordered. The value defines a total quantity desired by FIX Client. |
|
40 |
OrdType |
Y |
Must match original order. |
|
44 |
Price |
N |
Required on limit type orders. |
|
59 |
TimeInForce |
N |
Must match original order. |
|
47 |
Rule80A |
Y |
Must match original order. |
|
126 |
ExpireTime |
N |
Date of GTD order expiration. The value expressed in terms of the local market date in a format YYYYMMDD-00:00:00 |
|
100 |
ExDestination |
N |
Destination exchange name symbol. Must match original order. |
|
207 |
SecurityExchange |
N |
Destination exchange name symbol. Must match original order. |
|
60 |
TransactTime |
Y |
Time of order creation(expressed in UTC) |
|
52 |
SendingTime |
Y |
Time of message transmission(always expressed in UTC) |
|
99 |
StopPx |
N |
Required for Stop Orders. |
|
114 |
LocateReqd |
N |
Required for short sells only. Refer to FIX4.2 documentation for valid values. |
|
5700 |
ShortSaleLocate |
N |
Required to override short sell restrictions. Approval from a broker to lend the equity being sold short. As a sell short order attribute, Locate ID is the identifier for the broker. |
|
|
Standard Trailer |
Y |
|
FIX message example:
8 BeginString = FIX.4.2
9 BodyLength = 181
35 MsgType = G "OrderCancelReplaceRequest"
49 SenderCompID = CQGTEST
56 TargetCompID = SERVERTEST
34 MsgSeqNum = 136
50 SenderSubID = 12345
52 SendingTime = 20131205-15:36:06.413
11 ClOrdID = 439
54 Side = 1 "Buy"
38 OrderQty = 10
1 Account = CQGTFX
21 HandlInst = 1 "AutomatedExecutionOrder,Private,NoBrokerIntervention"
60 TransactTime = 20131205-15:36:05.557
22 SecurityIDSource = 4 "ISINNumber"
48 SecurityID = US4581401001
100 ExDestination = O
207 SecurityExchange = O
15 Currency = USD
40 OrdType = 2 "Limit"
59 TimeInForce = 0 "Day"
44 Price = 2.5
41 OrigClOrdID = 438
10 CheckSum = 037