Order Cancel/Replace Request <G> message – FIX 4.2 – FIX Dictionary

FIX 4.2 : Order Cancel/Replace Request <G> message

Description

Order Cancel/Replace Request <G> (a.k.a. Order Modification Request) is used to change the parameters of an existing order.

Do not use this message to cancel the remaining quantity of an outstanding order, use the Cancel Request <F> message for this purpose.

Cancel/Replace will be used to change any valid attribute of an open order (i.e. reduce/increase quantity, change limit price, change instructions, etc.) It can be used to re-open a filled order by increasing OrderQty <38>.

An immediate response to this message is required. It is recommended that an ExecutionRpt<8> with ExecType <150>='Pending Replace' be sent unless the Order Cancel/Replace Request <G> can be immediately accepted (ExecutionRpt<8> with ExecType <150>='Replaced') or rejected (Order Cancel Reject <9> message).

The Cancel/Replace request will only be accepted if the order can successfully be pulled back from the exchange floor without executing. Requests which cannot be processed will be rejected using the Cancel Reject <9> message. The Cancel Reject <9> message should provide the ClOrdID <11> and OrigClOrdID <41> values which were specified on the Cancel/Replace Request message for identification.

Note that while it is necessary for the ClOrdID <11> to change and be unique, the broker's OrderID <37> field does not necessarily have to change as a result of the Cancel/Replace request.

Only a limited number of fields can be changed via the cancel/replace request message. All other fields should be retransmitted as sent in the original order. The fields which can be changed via this message are:

When modifying ExecInst <18> fields in a replacement order, it is necessary to re-declare all ExecInst <18> in the replacement order. ExecInst <18>'s will not be carried forward from the original order to the replacement unless re-declared.

Structure

Tag		Field Name	Req'd	Comments
<MessageHeader>			Y	MsgType <35> = G
37		OrderID	N	Unique identifier of most recent order as assigned by broker.
109		ClientID	N	Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID <115>/DeliverToCompID <128>).
76		ExecBroker	N	Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID <115>/DeliverToCompID <128>).
41		OrigClOrdID	Y	ClOrdID <11> of the previous order (NOT the initial order of the day) when canceling or replacing an order.
11		ClOrdID	Y	Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID <11> field of the Cancel Reject <9> message if the replacement request is rejected.
66		ListID	N	Required for List Orders
1		Account	N
78		NoAllocs	N	Number of repeating groups for pre-trade allocation
=>	79	AllocAccount	N	Required if NoAllocs <78> > 0. Must be first field in repeating group.
=>	80	AllocShares	N
63		SettlmntTyp	N	Absence of this field is interpreted as Regular.
64		FutSettDate	N	Required when SettlmntTyp <63> ='6' (Future) or SettlmntTyp <63> ='8' (Sellers Option)
21		HandlInst	Y
18		ExecInst	N	Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
110		MinQty	N
111		MaxFloor	N
100		ExDestination	N
386		NoTradingSessions	N	Specifies the number of repeating TradingSessionID <336>s
=>	336	TradingSessionID	N	Required if NoTradingSessions <386> is > 0.
55		Symbol	Y	Must match original order
65		SymbolSfx	N
48		SecurityID	N	Must match original order
22		IDSource	N	Must match original order
167		SecurityType	N	Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.
200		MaturityMonthYear	N	Specifies the month and year of maturity. Required if MaturityDay <205> is specified.
205		MaturityDay	N	Can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.
201		PutOrCall	N	For Options.
202		StrikePrice	N	For Options.
206		OptAttribute	N	For Options.
231		ContractMultiplier	N	For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
223		CouponRate	N	For Fixed Income.
207		SecurityExchange	N	Can be used to identify the security.
106		Issuer	N
348		EncodedIssuerLen	N	Must be set if EncodedIssuer <349> field is specified and must immediately precede it.
349		EncodedIssuer	N	Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.
107		SecurityDesc	N
350		EncodedSecurityDescLen	N	Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.
351		EncodedSecurityDesc	N	Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.
54		Side	Y	Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus
60		TransactTime	Y	Time this order request was initiated/released by the trader or trading system.
38		OrderQty	N	Either CashOrderQty <152> or OrderQty <38> is required. Note that either, but not both, CashOrderQty <152> or OrderQty <38> should be specified. Should be the 'Total Intended Order Quantity' (including the amount already executed for this chain of orders)
152		CashOrderQty	N	Either CashOrderQty <152> or OrderQty <38> is required. Note that either, but not both, CashOrderQty <152> or OrderQty <38> should be specified. Specifies the approximate 'monetary quantity' for the order. Broker is responsible for converting and calculating OrderQty <38> in shares for subsequent messages.
40		OrdType	Y
44		Price	N	Required for limit OrdType <40>s. For F/X orders, should be the 'all-in' rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
99		StopPx	N	Required for OrdType <40> = 'Stop' or OrdType <40> = 'Stop limit'.
211		PegDifference	N	Amount (signed) added to the price of the peg
388		DiscretionInst	N	Code to identify the price a DiscretionOffset <389> is related to and should be mathematically added to. Required if DiscretionOffset <389> is specified.
389		DiscretionOffset	N	Amount (signed) added to the 'related to' price specified via DiscretionInst <388>.
376		ComplianceID	N
377		SolicitedFlag	N
15		Currency	N	Must match original order.
59		TimeInForce	N	Absence of this field indicates Day order
168		EffectiveTime	N	Can specify the time at which the order should be considered valid
432		ExpireDate	N	Conditionally required if TimeInForce <59> = GTD and ExpireTime <126> is not specified.
126		ExpireTime	N	Conditionally required if TimeInForce <59> = GTD and ExpireDate <432> is not specified.
427		GTBookingInst	N	States whether executions are booked out or accumulated on a partially filled GT order
12		Commission	N
13		CommType	N
47		Rule80A(aka OrderCapacity)	N	Must match original order
121		ForexReq	N	Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120		SettlCurrency	N	Required if ForexReq <121> = Y.
58		Text	N
354		EncodedTextLen	N	Must be set if EncodedText <355> field is specified and must immediately precede it.
355		EncodedText	N	Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
193		FutSettDate2	N	Can be used with OrdType <40> = 'Forex - Swap' to specify the 'value date' for the future portion of a F/X swap.
192		OrderQty2	N	Can be used with OrdType <40> = 'Forex - Swap' to specify the order quantity for the future portion of a F/X swap.
77		OpenClose	N	For options
203		CoveredOrUncovered	N	For options
204		CustomerOrFirm	N	For options when delivering the order to execution system/exchange.
210		MaxShow	N
114		LocateReqd	N
439		ClearingFirm	N
440		ClearingAccount	N
<MessageTrailer>			Y