Tag

Field Name

Req’d

Comment

Standard Header

Y

MsgType = F

11

ClOrdID

Y

Unique identifier of cancel request as assigned by Client. Note that this identifier will be used in ClOrdID field of the Cancel Reject Message (9) if the replacement request is rejected. See section 3.3 for more information.

41

OrigClOrdID

Y*

ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

It is not populated in NE mode when external orders support is enabled.

37

OrderID

Y*

Unique identifier for order as assigned by broker. In cancel requests, this tag will be populated in HM mode, optionally can be populated in other modes as well, will be always populated in NE mode when external orders support is enabled.

See sections 3.3 and 3.7 for more details.

1

Account

N

Must match original order. In cancel requests, this tag will be populated only in HM and HS modes.

55

Symbol

N

Instrument symbol. See section 3.1 for more details on symbol formation depending on the FIX Client mode.

54

Side

Y

Must match original order.

38

OrderQty

Y

Number of shares ordered.

100

ExDestination

N

Destination exchange name symbol.

This is configurable per instrument on Client side.

Whether field is sent in this message is configured on FIX session level.

60

TransactTime

Y

Time of order creation(expressed in UTC)

52

SendingTime

Y

Time of message transmission(always expressed in UTC)

200

MaturityMonthYear

Y*

Must match original order

541

MaturityDate

Y*

Must match original order

167

SecurityType

N

Must Match original order

202

StrikePrice

N

Required for options. Contains the strike price.

58

Text

N

The server may request the client to either populate this tag with the real account number for real and omnibus accounts or not send it at all.

201

PutOrCall

N

Required for options. Valid values are:

0 – Put option

1 – Call option

20154

SpeculationType

N

Speculation type for the order, if specified by the client:

S = Speculation

H = Hedge

A = Arbitrage

20240

DirectElectronicAccess

N

MiFID II Direct Electronic Access indicator:

0 - False

1 - True

20241

TradingCapacity

N

MiFID II Trading Capacity:

DEAL (dealing on own account)

MTCH (matched principal)

AOTC (any other capacity).

20242

LiquidityProvision

N

MiFID II Liquidity Provision Activity:

0 - False

1 - True

20244

MiFIDInvestmentDecision

N

MiFID II Investment Decision Within Firm.

20245

MiFIDInvestmentDecisionQualifier

N

MiFID II Investment Decision Within Firm qualifier:

0 - Human

1 - Algorithm

20246

MiFIDExecutionDecision

N

MiFID II Execution Decision Within Firm.

20247

MiFIDExecutionDecisionQualifier

N

MiFID II Execution Decision Within Firm qualifier:

0 - Human

1 - Algorithm

20248

MiFIDClientID

N

MiFID II Client ID.

20249

MiFIDClientIDQualifier

N

MiFID II Client ID qualifier:

1 - Legal Entity

2 - Natural Person

20250

MiFIDClientDecisionMaker

N

MiFID II Client Decision Maker.

20251

MiFIDClientDecisionMakerQualifier

N

MiFID II Client Decision Maker qualifier:

1 - Legal Entity

2 - Natural Person

<NoPartyIDs> repeating group

N

See section “<NoPartyIDs> repeating group”.

<NoLegs> repeating group

N

See section “<NoLegs> repeating group”.

Standard Trailer

Y