FIX.4.4 Message

MultilegOrderCancelReplace [type 'AC']

<MlegOrdCxlRplc>

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


Added  FIX.4.3

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = AC

 
37OrderID@OrdID 

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

 
41OrigClOrdID@OrigClOrdID

ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

 
11ClOrdID@ClOrdID

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.

 
526SecondaryClOrdID@ClOrdID2  
583ClOrdLinkID@ClOrdLinkID  
586OrigOrdModTime@OrigOrdModTm  
ComponentPartiesPty 

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

 
229TradeOriginationDate@OrignDt  
75TradeDate@TrdDt  
1Account@Acct  
660AcctIDSource@AcctIDSrc  
581AccountType@AcctTyp  
589DayBookingInst@DayBkngInst  
590BookingUnit@BkngUnit  
591PreallocMethod@PreallocMeth  
70AllocID@AllocID 

Used to assign an identifier to the block of individual preallocations

 
ComponentPreAllocMlegGrpPreAllocMleg 

Number of repeating groups for pre-trade allocation

 
63SettlType@SettlTyp  
64SettlDate@SettlDt 

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

 
544CashMargin@CshMgn  
635ClearingFeeIndicator@ClrFeeInd  
21HandlInst@HandlInst  
18ExecInst@ExecInst 

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.

 
110MinQty@MinQty  
111MaxFloor@MaxFloor  
100ExDestination@ExDest  
ComponentTrdgSesGrpTrdSes 

Specifies the number of repeating TradingSessionIDs

 
81ProcessCode@ProcCode 

Used to identify soft trades at order entry.

 
54Side@Side

Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.

 
ComponentInstrumentInstrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

SecurityType[167] = "MLEG"

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

 
ComponentUndInstrmtGrpUndly 

Number of underlyings

 
140PrevClosePx@PrevClsPx 

Useful for verifying security identification

 
ComponentLegOrdGrpOrd

Number of legs

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

 
114LocateReqd@LocReqd 

Required for short sell orders

 
60TransactTime@TxnTm

Time this order request was initiated/released by the trader, trading system, or intermediary.

 
854QtyType@QtyTyp  
ComponentOrderQtyDataOrdQty

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

 
40OrdType@OrdTyp 
423PriceType@PxTyp  
44Price@Px 

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.

 
99StopPx@StopPx 

Required for OrdType = "Stop" or OrdType = "Stop limit".

 
15Currency@Ccy  
376ComplianceID@ComplianceID  
377SolicitedFlag@SolFlag  
23IOIID@IOIID 

Required for Previously Indicated Orders (OrdType=E)

 
117QuoteID@QID 

Required for Previously Quoted Orders (OrdType=D)

 
59TimeInForce@TmInForce 

Absence of this field indicates Day order

 
168EffectiveTime@EfctvTm 

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

 
432ExpireDate@ExpireDt 

Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

 
126ExpireTime@ExpireTm 

Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

 
427GTBookingInst@GTBkngInst 

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

 
ComponentCommissionDataComm 

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"

 
528OrderCapacity@Cpcty  
529OrderRestrictions@Rstctions  
582CustOrderCapacity@CustCpcty  
121ForexReq@ForexReq 

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

 
120SettlCurrency@SettlCcy 

Required if ForexReq = Y.

 
775BookingType@BkngTyp 

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.

 
58Text@Txt  
354EncodedTextLen@EncTxtLen 

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

 
355EncodedText@EncTxt 

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

 
77PositionEffect@PosEfct 

For use in derivatives omnibus accounting

 
203CoveredOrUncovered@Covered 

For use with derivatives, such as options

 
210MaxShow@MaxShow  
ComponentPegInstructionsPegInstr 

Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"

 
ComponentDiscretionInstructionsDiscInstr 

Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"

 
847TargetStrategy@TgtStrategy 

The target strategy of the order

 
848TargetStrategyParameters@TgtStrategyParameters 

For further specification of the TargetStrategy

 
849ParticipationRate@ParticipationRt 

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)

 
480CancellationRights@CxllationRights 

For CIV - Optional

 
481MoneyLaunderingStatus@MnyLaunderingStat  
513RegistID@RegistID 

Reference to Registration Instructions message for this Order.

 
494Designation@Designation 

Supplementary registration information for this Order

 
563MultiLegRptTypeReq@MLEGRptTypReq 

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

 
ComponentStandardTrailer