Order Cancel Replace Request

TagField NameReq'dComments
Component Block <Standard Header> Y MsgType = G
37 OrderID N Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
Component Block <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
229 TradeOriginationDate N
75 TradeDate N
41 OrigClOrdID Y ClOrdID of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.
11 ClOrdID Y 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 field of the Cancel Reject message if the replacement request is rejected.
526 SecondaryClOrdID N
583 ClOrdLinkID N
66 ListID N Required for List Orders
586 OrigOrdModTime N TransactTime of the last state change that occurred to the original order
1 Account N
660 AcctIDSource N
581 AccountType N
589 DayBookingInst N
590 BookingUnit N
591 PreallocMethod N
70 AllocID N Used to assign an overall allocation id to the block of preallocations
78 NoAllocs N Number of repeating groups for pre-trade allocation
79 AllocAccount N Required if NoAllocs > 0. Must be first field in repeating group.
661 AllocAcctIDSource N
736 AllocSettlCurrency N
467 IndividualAllocID N
Component Block <Nested Parties> N Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Used for NestedPartyRole=Clearing Firm
80 AllocQty N
63 SettlType N
64 SettlDate N Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
544 CashMargin N
635 ClearingFeeIndicator N
21 HandlInst N
18 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 N
111 MaxFloor N
100 ExDestination N
386 NoTradingSessions N Specifies the number of repeating TradingSessionIDs
336 TradingSessionID N Required if NoTradingSessions is > 0.
625 TradingSessionSubID N
Component Block <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Must match original order
Component Block <Financing Details> N Insert here the set of "FinancingDetails" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Must match original order
711 NoUnderlyings N Number of underlyings
Component Block <Underlying Instrument> N Must be provided if Number of underlyings > 0
54 Side Y Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
60 TransactTime Y Time this order request was initiated/released by the trader or trading system.
854 QtyType N
Component Block <Order Qty Data> Y Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Note: OrderQty value should be the “Total Intended Order Quantity” (including the amount already executed for this chain of orders)
40 OrdType Y
423 PriceType N
44 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 N Required for OrdType = “Stop” or OrdType = “Stop limit”.
Component Block <Spread Or Benchmark Curve Data> N Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Yield Data> N Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Peg Instructions> N Insert here the set of "PegInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Discretion Instructions> N Insert here the set of "DiscretionInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
847 TargetStrategy N The target strategy of the order
848 TargetStrategyParameters N For further specification of the TargetStrategy
849 ParticipationRate N 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)
376 ComplianceID N
377 SolicitedFlag N
15 Currency N Must match original order.
59 TimeInForce N Absence of this field indicates Day order
168 EffectiveTime N Can specify the time at which the order should be considered valid
432 ExpireDate N Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
126 ExpireTime N Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
427 GTBookingInst N States whether executions are booked out or accumulated on a partially filled GT order
Component Block <Commission Data> N Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
528 OrderCapacity N
529 OrderRestrictions N
582 CustOrderCapacity N
121 ForexReq N Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120 SettlCurrency N Required if ForexReq = Y.
775 BookingType N 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.
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
193 SettlDate2 N Can be used with OrdType = “Forex - Swap” to specify the “value date” for the future portion of a F/X swap.
192 OrderQty2 N Can be used with OrdType = “Forex - Swap” to specify the order quantity for the future portion of a F/X swap.
640 Price2 N Can be used with OrdType = “Forex - Swap” to specify the price for the future portion of a F/X swap.
77 PositionEffect N For use in derivatives omnibus accounting
203 CoveredOrUncovered N For use with derivatives, such as options
210 MaxShow N
114 LocateReqd N Required for short sell orders
480 CancellationRights N For CIV - Optional
481 MoneyLaunderingStatus N
513 RegistID N Reference to Registration Instructions message for this Order.
494 Designation N Supplementary registration information for this Order
Component Block <Standard Trailer> Y
XML DTD
<!ENTITY % OrdCxlRplcReqCustom "" >
<!ENTITY % OrdCxlRplcReqContent "OrdID?, Ptys?, TrdOrigntnDt?, TrdDt?, OrigClOrdID, ClOrdID, ScndClOrdID?, ClOrdLinkID?, ListID?, OrigOrdModTm?, Acct?, AcctIDSrc?, AcctTyp?, DayBkngInst?, BkngUnit?, PreallocMethod?, AllocID?, PreAllocGrp*, SettlTyp?, SettlDt?, CshMgn?, ClrngFeeInd?, HandlInst?, ExecInst?, MinQty?, MaxFloor?, ExDest?, TrdgSesGrp*, Instrmt, FinancingDetails?, UndInstrmtGrp*, Side, TransactTm, QtyTyp?, OrdQtyData, OrdTyp, PxTyp?, Px?, StopPx?, SpreadOrBnchmkCrvData?, YldData?, PegInstrctns?, DsctnInstrctns?, TgtStrategy?, TgtStrategyParameters?, ParticipationRt?, ComplianceID?, SolicitedFlag?, Ccy?, TmInForce?, EfctvTm?, ExpireDt?, ExpireTm?, GTBkngInst?, CommData?, OrdCpcty?, OrdRstctions?, CustOrdCpcty?, ForexReq?, SettlCcy?, BkngTyp?, Text?, EncTextLen?, EncText?, SettlDt2?, OrdQty2?, Px2?, PosEfct?, CoveredOrUncovered?, MaxShow?, LocReqd?, CxllationRights?, MnyLaunderingStat?, RegistID?, Designation? %OrdCxlRplcReqCustom;" >
<!ELEMENT OrdCxlRplcReq (%OrdCxlRplcReqContent;)>
<!ATTLIST OrdCxlRplcReq
FIXMsgType_ENUM CDATA #FIXED "G"
Category CDATA #FIXED "SingleGeneralOrderHandling"
FIXSpecVolume CDATA #FIXED 'Volume4'
FullName CDATA #FIXED "OrderCancelReplaceRequest"
ComponentType CDATA #FIXED "Message" >