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Question about Order Cancel/Replace Request
Carfield Yim / JPMorgan Chase
15 Oct 2008 6:16AM ET

According to the specification, MsgType=G is only allow amending following fields:

  ExecInst
  OrderQty
  OrdType
  Price
  HandlInst
  TimeInForce
  TradingSessionID
  EffectiveTime
  ExpireDate
  ExpireTime
  MinQty
  MaxFloor
  StopPx
  PegDifference
  DiscretionInst
  DiscretionOffset
  CashOrderQty
  OrderQty2
  OpenClose
  CoveredOrUncovered
  Side (i.e. sell to sell plus)
  MaxShow
  LocateReqd
 
For the other kind of amendment, it is mentioned: " Only a limited number of fields can be changed via the cancel/replace request message. All other fields should be retransmitted as sent in the original order."

Is that mean we create the order again and cancel the original order, if we like to amend field other than above??