Message OrderCancelReplaceRequest (G)

The order cancel/replace request is used to change the parameters of an existing order.

Added in protocol FIX.2.7

See in: FIX.4.0, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = G Y FIX.2.7
37 OrderID Unique identifier of most recent order as assigned by broker. FIX.2.7
109 ClientID Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker Used for firm identification in third-party transactions. FIX.2.7
41 OrigClOrdID ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Y FIX.2.7
11 ClOrdID Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID (11) field of the Cancel Reject Message if the replacement request is rejected. Y FIX.2.7
66 ListID Required for List Orders FIX.2.7
1 Account FIX.2.7
63 SettlmntTyp Absence of this field is interpreted as Regular. FIX.2.7
64 FutSettDate Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) FIX.2.7
21 HandlInst Y FIX.2.7
18 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). FIX.2.7
110 MinQty FIX.3.0
111 MaxFloor FIX.3.0
100 ExDestination FIX.3.0
55 Symbol Must match original order Y FIX.2.7
65 SymbolSfx FIX.2.7
48 SecurityID Must match original order FIX.2.7
22 IDSource Must match original order FIX.2.7
167 SecurityType Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. FIX.4.1
200 MaturityMonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall For Options. FIX.4.1
202 StrikePrice For Options. FIX.4.1
206 OptAttribute For Options. FIX.4.1
207 SecurityExchange Can be used to identify the security. FIX.4.1
106 Issuer FIX.3.0
107 SecurityDesc FIX.3.0
54 Side Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus Y FIX.2.7
38 OrderQty Either CashOrderQty or OrderQty is required. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) FIX.2.7
152 CashOrderQty Either CashOrderQty or OrderQty is required. Specifies the approximate "dollar quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. FIX.4.1
40 OrdType Y FIX.2.7
44 Price 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. FIX.2.7
99 StopPx Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
211 PegDifference FIX.4.1
15 Currency Must match original order. FIX.2.7
59 TimeInForce Absence of this field indicates Day order FIX.2.7
126 ExpireTime Required if TimeInForce = GTD FIX.4.0
12 Commission FIX.2.7
13 CommType FIX.2.7
47 Rule80A Must match original order FIX.2.7
121 ForexReq Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. FIX.4.0
120 SettlCurrency Required if ForexReq = Y. FIX.4.0
58 Text FIX.2.7
193 FutSettDate2 Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1
192 OrderQty2 Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1
77 OpenClose For options FIX.4.1
203 CoveredOrUncovered For options FIX.4.1
204 CustomerOrFirm For options when delivering the order to execution system/exchange. FIX.4.1
210 MaxShow FIX.4.1
114 LocateReqd FIX.4.1
Block StandardTrailer Y FIX.2.7