FIX.5.0SP2 Message

OrderCancelReplaceRequest [type 'G']

<OrdCxlRplcReq>

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 message for this purpose.


Added  FIX.2.7

Expand Components | Collapse Components

Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeaderBaseHeader

MsgType = G

 
37OrderID@OrdID 

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

 
ComponentPartiesPty 

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

 
229TradeOriginationDate@OrignDt  
75TradeDate@TrdDt  
41OrigClOrdID@OrigID 

ClOrdID(11) of the previous non rejected 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

 
11ClOrdID@ID

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@ID2  
583ClOrdLinkID@LnkID  
66ListID@ListID 

Required for List Orders

 
586OrigOrdModTime@OrigOrdModTm 

TransactTime of the last state change that occurred to the original order

 
1Account@Acct  
660AcctIDSource@AcctIDSrc  
581AccountType@AcctTyp  
589DayBookingInst@DayBkngInst  
590BookingUnit@BkngUnit  
591PreallocMethod@PreallocMeth  
70AllocID@AllocID 

Used to assign an overall allocation id to the block of preallocations

 
ComponentPreAllocGrpPreAll 

Number of repeating groups for pre-trade allocation

 
63SettlType@SettlTyp 

For NDFs either SettlType or SettlDate should be specified.

 
64SettlDate@SettlDt 

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

For NDFs either SettlType or SettlDate should be specified.

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

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).

 
110MinQty@MinQty  
1089MatchIncrement@MtchInc  
1090MaxPriceLevels@MxPxLvls  
ComponentDisplayInstructionDsplyInstr 

Insert here the set of "DisplayInstruction" fields defined in "common components of application messages"

 
111MaxFloor@MaxFloor  Depr  FIX.5.0
100ExDestination@ExDest  
1133ExDestinationIDSource@ExDestIDSrc  
ComponentTrdgSesGrpTrdSes 

Specifies the number of repeating TradingSessionIDs

 
ComponentInstrumentInstrmt

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

Must match original order

 
ComponentFinancingDetailsFinDetls 

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

Must match original order

 
ComponentUndInstrmtGrpUndly 

Number of underlyings

 
54Side@Side

Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged:

Buy and Buy Minus

Sell, Sell Plus, Sell Short, and Sell Short Exempt

Cross, Cross Short, and Cross Short Exempt

 
60TransactTime@TxnTm

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

 
854QtyType@QtyTyp  
ComponentOrderQtyDataOrdQty

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

Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)

 
40OrdType@Typ 
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.

 
1092PriceProtectionScope@PxPrtScp  
99StopPx@StopPx 

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

 
ComponentTriggeringInstructionTrgrInstr 

Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"

 
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve 

Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

 
ComponentYieldDataYield 

Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

 
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

 
ComponentStrategyParametersGrpStrtPrmGrp 

Strategy parameter block

 
848TargetStrategyParameters@TgtStrategyParameters 

For further specification of the TargetStrategy

Depr  FIX.5.0
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)

Depr  FIX.5.0
376ComplianceID@ComplianceID  
377SolicitedFlag@SolFlag  
15Currency@Ccy 

Must match original order.

 
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  
1091PreTradeAnonymity@PrTrdAnon  
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.

Required for NDFs.

 
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.

 
193SettlDate2@SettlDt2 

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

Depr  FIX.5.0
192OrderQty2@Qty2 

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

Depr  FIX.5.0
640Price2@Px2 

Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap.

Depr  FIX.5.0
77PositionEffect@PosEfct 

For use in derivatives omnibus accounting

 
203CoveredOrUncovered@Covered 

For use with derivatives, such as options

 
210MaxShow@MaxShow  Depr  FIX.5.0
114LocateReqd@LocReqd 

Required for short sell orders

 
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

 
1028ManualOrderIndicator@ManOrdInd  
1029CustDirectedOrder@CustDrctdOrd  
1030ReceivedDeptID@RcvdDptID  
1031CustOrderHandlingInst@CustOrdHdlInst  
1032OrderHandlingInstSource@OrdHndlInstSrc  
ComponentTrdRegTimestampsTrdRegTS  
ComponentStandardTrailer