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

Structure | Related Messages

Description

Multileg Order Cancel/Replace Request (a.k.a Multileg Order Modification Request). Used to modify a multileg order previously submitted using the New Order - Multileg <AB> message. See Order Cancel/Replace Request <G> for details concerning message usage.

Structure

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

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

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 or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID <11> field of the Cancel Reject <9> 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

1 Account N
581 AccountType N
589 DayBookingInst N
590 BookingUnit N
591 PreallocMethod 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.

=> 467 IndividualAllocID N
=> 80 AllocQty(formerly named: AllocShares prior to FIX 4.3) N
63 SettlmntTyp N
64 FutSettDate N

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

544 CashMargin N
635 ClearingFeeIndicator N
21 HandlInst Y
18 ExecInst N

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.

110 MinQty N
111 MaxFloor N
100 ExDestination N
386 NoTradingSessions N

Specifies the number of repeating TradingSessionIDs

=> 336 TradingSessionID N

Required if NoTradingSessions <386> is > 0.

=> 625 TradingSessionSubID N
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 <InstrumentLeg> component block.

Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields

SecurityType <167>= 'MLEG'

CFICode <461> should be set to the type of multileg product, such as 'O' - options, 'F' - Future or Swap.

140 PrevClosePx N

Useful for verifying security identification

555 NoLegs Y

Number of legs

Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero

=> Component Block - <InstrumentLeg> N

Must be provided if NoLegs <555> > 0

=> 564 LegPositionEffect N

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

=> 565 LegCoveredOrUncovered N

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

=> Component Block - <NestedParties> N

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

=> 654 LegRefID N

Used to identify a specific leg.

=> 566 LegPrice N

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

=> 587 LegSettlmntTyp N

Refer to values for SettlmntTyp <63>

=> 588 LegFutSettDate N

Refer to values for FutSettDate <64>

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.

465 QuantityType N
Component Block - <OrderQtyData> Y

Insert here the set of "<OrderQtyData>" fields

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

15 Currency N
376 ComplianceID N
377 SolicitedFlag N
23 IOIid N

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

117 QuoteID N

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

Component Block - <CommissionData> N

Insert here the set of "<CommissionData>" fields

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 <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.

77 PositionEffect(formerly named: OpenClose prior to FIX 4.3) N

For use in derivatives omnibus accounting

203 CoveredOrUncovered N

For use with derivatives, such as options

210 MaxShow N
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>.

480 CancellationRights N

For CIV - Optional

481 MoneyLaunderingStatus N

For CIV - Optional

513 RegistID N

Reference to Registration Instructions <o> 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.

118 NetMoney N

Can be specified on the order for Fixed Income Municipals

<MessageTrailer> Y

 

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