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FIX 5.0 SP2 : MultilegOrderCancelReplace <AC> message

Structure | Related Messages

Description

Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage.

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = AC
37 OrderID N Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
41 OrigClOrdID N ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID.
11 ClOrdID N Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
526 SecondaryClOrdID N
583 ClOrdLinkID N
586 OrigOrdModTime N
Component Block - <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
229 TradeOriginationDate N
75 TradeDate N
1 Account N
660 AcctIDSource N
581 AccountType N
589 DayBookingInst N
590 BookingUnit N
591 PreallocMethod N
70 AllocID N Used to assign an identifier to the block of individual preallocations
Component Block - <PreAllocMlegGrp> N Number of repeating groups for pre-trade allocation
63 SettlType N
64 SettlDate N Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
544 CashMargin N
635 ClearingFeeIndicator N
21 HandlInst N
18 ExecInst N Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
110 MinQty N
111 MaxFloor N
100 ExDestination N
Component Block - <TrdgSesGrp> N Specifies the number of repeating TradingSessionIDs
81 ProcessCode N Used to identify soft trades at order entry.
54 Side Y Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
Component Block - <Instrument> N
Component Block - <UndInstrmtGrp> N Number of underlyings
140 PrevClosePx N Useful for verifying security identification
Component Block - <LegOrdGrp> N Number of legs
114 LocateReqd N Required for short sell orders
60 TransactTime Y Time this order request was initiated/released by the trader, trading system, or intermediary.
854 QtyType N
Component Block - <OrderQtyData> Y Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
40 OrdType Y
423 PriceType N
44 Price N 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.
99 StopPx N Required for OrdType = "Stop" or OrdType = "Stop limit".
15 Currency N
376 ComplianceID N
377 SolicitedFlag N
23 IOIID N Required for Previously Indicated Orders (OrdType=E)
117 QuoteID N Required for Previously Quoted Orders (OrdType=D)
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 = GTD and ExpireTime is not specified.
126 ExpireTime N Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
427 GTBookingInst N States whether executions are booked out or accumulated on a partially filled GT order
Component Block - <CommissionData> N Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
528 OrderCapacity N
529 OrderRestrictions N
582 CustOrderCapacity N
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 = Y.
775 BookingType N Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
77 PositionEffect N For use in derivatives omnibus accounting
203 CoveredOrUncovered N For use with derivatives, such as options
210 MaxShow N
Component Block - <PegInstructions> N Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
Component Block - <DiscretionInstructions> N Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
847 TargetStrategy N The target strategy of the order
848 TargetStrategyParameters N For further specification of the TargetStrategy
849 ParticipationRate N

Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate.

For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)

480 CancellationRights N For CIV - Optional
481 MoneyLaunderingStatus N
513 RegistID N Reference to Registration Instructions message for this Order.
494 Designation N Supplementary registration information for this Order
563 MultiLegRptTypeReq N Indicates the method of execution reporting requested by issuer of the order.
Component Block - <StrategyParametersGrp> N Strategy parameter block
1089 MatchIncrement N
1090 MaxPriceLevels N
Component Block - <DisplayInstruction> N Insert here the set of "DisplayInstruction" fields defined in "common components of application messages"
1092 PriceProtectionScope N
Component Block - <TriggeringInstruction> N Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"
1091 PreTradeAnonymity N
1133 ExDestinationIDSource N
1069 SwapPoints N
1377 MultilegModel N
1378 MultilegPriceMethod N
1190 RiskFreeRate N
Component Block - <StandardTrailer> Y

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