Message MultilegOrderCancelReplace (AC)

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 in protocol FIX.4.3

See in: FIX.4.3, 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 = AC Y FIX.4.3
37 OrderID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
41 OrigClOrdID ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Y FIX.4.3
11 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 (11) field of the Cancel Reject message if the replacement request is rejected. Y FIX.4.3
526 SecondaryClOrdID FIX.4.3
583 ClOrdLinkID FIX.4.3
586 OrigOrdModTime FIX.4.3
BlockRepeating Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
229 TradeOriginationDate FIX.4.4
75 TradeDate FIX.4.4
1 Account FIX.4.3
660 AcctIDSource FIX.4.4
581 AccountType FIX.4.3
589 DayBookingInst FIX.4.3
590 BookingUnit FIX.4.3
591 PreallocMethod FIX.4.3
70 AllocID Used to assign an identifier to the block of individual preallocations FIX.4.4
ImplicitBlockRepeating PreAllocMlegGrp Number of repeating groups for pre-trade allocation FIX.4.4
63 SettlType FIX.4.3
64 SettlDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
544 CashMargin FIX.4.3
635 ClearingFeeIndicator FIX.4.3
21 HandlInst FIX.4.3
18 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. FIX.4.3
110 MinQty FIX.4.3
111 MaxFloor FIX.4.3
100 ExDestination FIX.4.3
ImplicitBlockRepeating TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode Used to identify soft trades at order entry. FIX.4.3
54 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. Y FIX.4.3
Block Instrument 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. Y FIX.4.3
ImplicitBlockRepeating UndInstrmtGrp Number of underlyings FIX.4.4
140 PrevClosePx Useful for verifying security identification FIX.4.3
ImplicitBlockRepeating LegOrdGrp Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero Y FIX.4.4
114 LocateReqd Required for short sell orders FIX.4.3
60 TransactTime Time this order request was initiated/released by the trader, trading system, or intermediary. Y FIX.4.3
854 QtyType FIX.4.4
Block OrderQtyData Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Y FIX.4.3
40 OrdType Y FIX.4.3
423 PriceType FIX.4.3
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.4.3
99 StopPx Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
15 Currency FIX.4.3
376 ComplianceID FIX.4.3
377 SolicitedFlag FIX.4.3
23 IOIID Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce Absence of this field indicates Day order FIX.4.3
168 EffectiveTime Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
427 GTBookingInst States whether executions are booked out or accumulated on a partially filled GT order FIX.4.3
Block CommissionData Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" FIX.4.3
528 OrderCapacity FIX.4.3
529 OrderRestrictions FIX.4.3
582 CustOrderCapacity FIX.4.3
121 ForexReq Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. FIX.4.3
120 SettlCurrency Required if ForexReq = Y. FIX.4.3
775 BookingType 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. FIX.4.4
58 Text FIX.4.3
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.3
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
77 PositionEffect For use in derivatives omnibus accounting FIX.4.3
203 CoveredOrUncovered For use with derivatives, such as options FIX.4.3
210 MaxShow FIX.4.3
Block PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
Block DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy The target strategy of the order FIX.4.4
848 TargetStrategyParameters For further specification of the TargetStrategy FIX.4.4
849 ParticipationRate 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) FIX.4.4
480 CancellationRights For CIV - Optional FIX.4.3
481 MoneyLaunderingStatus FIX.4.3
513 RegistID Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation Supplementary registration information for this Order FIX.4.3
563 MultiLegRptTypeReq Indicates the method of execution reporting requested by issuer of the order. FIX.4.3
Block StandardTrailer Y FIX.4.3