| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = F | |||
| 41 | OrigClOrdID | Yes |
ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. | ||
| 37 | OrderID | No |
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | ||
| 11 | ClOrdID | Yes |
Unique ID of cancel request as assigned by the institution. | ||
| 526 | SecondaryClOrdID | No | |||
| 583 | ClOrdLinkID | No | |||
| 66 | ListID | No |
Required for List Orders | ||
| 586 | OrigOrdModTime | No | |||
| 1 | Account | No | |||
| 660 | AcctIDSource | No | |||
| 581 | AccountType | No | |||
| Parties | No |
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | |||
| Instrument | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| FinancingDetails | No |
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order | |||
| UndInstrmtGrp | No |
Number of underlyings | |||
| 54 | Side | Yes | |||
| 60 | TransactTime | Yes |
Time this order request was initiated/released by the trader or trading system. | ||
| OrderQtyData | Yes |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) | |||
| 376 | ComplianceID | No | |||
| 58 | Text | No | |||
| 354 | EncodedTextLen | No |
Must be set if EncodedText field is specified and must immediately precede it. | ||
| 355 | EncodedText | No |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | ||
| StandardTrailer | Yes | ||||