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Order Cancel/Replace Request <G> message – FIX 4.0 – FIX Dictionary

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FIX 4.0 : Order Cancel/Replace Request <G> message

Structure | Related Messages

Description

The Order Cancel/Replace 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 Order Cancel Request <F> message for this purpose.

It is recommended that the Cancel/Replace Request <G> message be used to partially cancel (reduce) an order.

The request will only be accepted if the order can successfully be pulled back from the exchange floor without executing. Cancel/Replace Requests which cannot be processed will be rejected using the Cancel Reject <9> message; the ClOrdId <11> of the replacement order is inserted in the ClOrdId <11> field of the Cancel Reject <9> message for identification.

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. These fields are:

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

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = G
37 OrderID N

Unique identifier of original order as assigned by broker
109 ClientID N

Used for firm identification in third-party transactions.
76 ExecBroker N

Used for firm identification in third-party transactions.
41 OrigClOrdID Y

Unique identifier of original order as assigned by institution.
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
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

Must match original order
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
55 Symbol Y

Must match original order
65 SymbolSfx N
48 SecurityID N

Must match original order
22 IDSource N

Must match original order
106 Issuer N
107 SecurityDesc N
54 Side Y

Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus
38 OrderQty Y
40 OrdType Y
44 Price N

Required for limit OrdTypes
99 StopPx N

Required for stop OrdTypes
15 Currency N

Message without Currency <15> field is interpreted as US dollars. Must match original order.

59 TimeInForce N

Absence of this field indicates Day order
126 ExpireTime N

Required if TimeInForce <59> = GTD

12 Commission N
13 CommType N
47 Rule80A 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
<MessageTrailer> Y

 

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