Multileg Order Cancel/Replace Request <AC> message – FIX 4.3 – FIX Dictionary

Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).

Insert here the set of "<Parties>" (firm identification) fields

Number of repeating groups for pre-trade allocation

Required if NoAllocs <78> > 0. Must be first field in repeating group.

Takes precedence over SettlmntTyp <63> value and conditionally required/omitted for specific SettlmntTyp <63> values.

Can contain multiple instructions, space delimited. If OrdType <40>=P, exactly one of the following values (ExecInst <18> = L, R, M, P, O, T, or W) must be specified.

Specifies the number of repeating TradingSessionIDs

Required if NoTradingSessions <386> is > 0.

Used to identify soft trades at order entry.

Useful for verifying security identification

Must be provided if NoLegs <555> > 0

Provide if the PositionEffect for the leg is different from that specified for the overall multileg security

Provide if the CoveredOrUncovered <203> for the leg is different from that specified forthe overall multileg security.

Insert here the set of "<NestedParties>" (firm identification "nested" within additional repeating group) fields

Used for NestedPartyRole <538>=Leg Clearing Firm/Account, Leg Account/Account Type

Used to identify a specific leg.

Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price.

Refer to values for SettlmntTyp <63>

Refer to values for FutSettDate <64>

Required for short sell orders

Required for limit OrdTypes. 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.

Required for OrdType <40> = 'Stop' or OrdType <40> = 'Stop limit'.

Required for Previously Indicated Orders (OrdType <40>=E)

Required for Previously Quoted Orders (OrdType <40>=D)

Absence of this field indicates Day order

Can specify the time at which the order should be considered valid

Conditionally required if TimeInForce <59> = GTD and ExpireTime <126> is not specified.

Conditionally required if TimeInForce <59> = GTD and ExpireDate <432> is not specified.

States whether executions are booked out or accumulated on a partially filled GT order

Insert here the set of "<CommissionData>" fields

Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.

Required if ForexReq <121> = Y.

Must be set if EncodedText <355> field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

For use in derivatives omnibus accounting

For use with derivatives, such as options

Amount (signed) added to the price of the peg

Code to identify the price a DiscretionOffset <389> is related to and should be mathematically added to. Required if DiscretionOffset <389> is specified.

Amount (signed) added to the 'related to' price specified via DiscretionInst <388>.

For CIV - Optional

For CIV - Optional

Reference to Registration Instructions <o> message for this Order.

Supplementary registration information for this Order

Indicates the method of execution reporting requested by issuer of the order.

Can be specified on the order for Fixed Income Municipals