Order Cancel / Replace Request (a.k.a. Order Modification Request) StandardHeader Standard Header Y MsgType = G 37 OrderID OrderID N Unique identifier of most recent order as assigned by broker. 109 ClientID ClientID N Used for firm identification in third-party transactions. 76 ExecBroker ExecBroker N Used for firm identification in third-party transactions. 41 OrigClOrdID OrigClOrdID Y ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.
11 ClOrdID ClOrdID Y Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. 66 ListID ListID N Required for List Orders 1 Account Account N 78 NoAllocs NoAllocs N Number of repeating groups for pre-trade allocation 79 AllocAccount AllocAccount N Required if NoAllocs > 0. Must be first field in repeating group. 80 AllocShares AllocShares N 63 SettlmntTyp SettlmntTyp N Absence of this field is interpreted as Regular. 64 FutSettDate FutSettDate N Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) 21 HandlInst HandlInst Y 18 ExecInst ExecInst N 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). 110 MinQty MinQty N 111 MaxFloor MaxFloor N 100 ExDestination ExDestination N 386 NoTradingSessions NoTradingSessions N Specifies the number of repeating TradingSessionIDs 336 TradingSessionID TradingSessionID N Required if NoTradingSessions is > 0. 55 Symbol Symbol Y Must match original order 65 SymbolSfx SymbolSfx N 48 SecurityID SecurityID N Must match original order 22 IDSource IDSource N Must match original order 167 SecurityType SecurityType N 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. 200 MaturityMonthYear MaturityMonthYear N For Options or Futures to specify the month and year of maturity. 205 MaturityDay MaturityDay N For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. 201 PutOrCall PutOrCall N For Options. 202 StrikePrice StrikePrice N For Options. 206 OptAttribute OptAttribute N For Options. 231 ContractMultiplier ContractMultiplier N For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. 223 CouponRate CouponRate N For Fixed Income. 207 SecurityExchange SecurityExchange N Can be used to identify the security. 106 Issuer Issuer N 348 EncodedIssuerLen EncodedIssuerLen N Must be set if EncodedIssuer field is specified and must immediately precede it. 349 EncodedIssuer EncodedIssuer N Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. 107 SecurityDesc SecurityDesc N 350 EncodedSecurityDescLen EncodedSecurityDescLen N Must be set if EncodedSecurityDesc field is specified and must immediately precede it. 351 EncodedSecurityDesc EncodedSecurityDesc N Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. 54 Side Side Y Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus 60 TransactTime TransactTime Y Time this order request was initiated/released by the trader or trading system. 38 OrderQty OrderQty N Either CashOrderQty or OrderQty is required. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) 152 CashOrderQty CashOrderQty N Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. 40 OrdType OrdType Y 44 Price Price N 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. 99 StopPx StopPx N Required for OrdType = "Stop" or OrdType = "Stop limit". 211 PegDifference PegDifference N Amount (signed) added to the price of the peg 388 DiscretionInst DiscretionInst N Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. 389 DiscretionOffset DiscretionOffset N Amount (signed) added to the "related to" price specified via DiscretionInst. 376 ComplianceID ComplianceID N 377 SolicitedFlag SolicitedFlag N 15 Currency Currency N Must match original order. 59 TimeInForce TimeInForce N Absence of this field indicates Day order 168 EffectiveTime EffectiveTime N Can specify the time at which the order should be considered valid 432 ExpireDate ExpireDate N Conditionally required if TimeInForce = GTD and ExpireTime is not specified. 126 ExpireTime ExpireTime N Conditionally required if TimeInForce = GTD and ExpireDate is not specified. 12 Commission Commission N 13 CommType CommType N 47 Rule80A Rule80A (aka OrderCapacity) N Must match original order 121 ForexReq ForexReq N Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. 120 SettlCurrency SettlCurrency N Required if ForexReq = Y. 58 Text Text N 354 EncodedTextLen EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it. 355 EncodedText EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. 193 FutSettDate2 FutSettDate2 N Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. 192 OrderQty2 OrderQty2 N Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. 77 OpenClose OpenClose N For options 203 CoveredOrUncovered CoveredOrUncovered N For options 204 CustomerOrFirm CustomerOrFirm N For options when delivering the order to execution system/exchange. 210 MaxShow MaxShow N 114 LocateReqd LocateReqd N 439 ClearingFirm ClearingFirm N 440 ClearingAccount ClearingAccount N StandardTrailer Standard Trailer Y