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Rule80a in Cancel/Replace
Shuang Chan / Merrin Financial
25 Feb 1999 3:45PM ET

According to the 4.0 spec, Rule80a is a mandatory field in Cancel/Replace, and it must be the same as the original order.

Most sellside systems do not even bother to check this field, except for CIS. The spec gives me the impression that Rule80a is changeable via Cancel/Replace. However, the 4.0 spec also explicitely defines a set of changeable fields which does not include Rule80a.

Does anyone know the story of Rule80a in Cancel/Replace?

Thank You in Advance