The order cancel/replace request is used to change the parameters of an existing order.
Added in protocol FIX.2.7
See in: FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = G | Y | FIX.2.7 | |
| 37 | OrderID | Unique identifier of original order as assigned by broker | FIX.2.7 | ||
| 109 | ClientID | Used for firm identification in third-party transactions. | FIX.3.0 | ||
| 76 | ExecBroker | Used for firm identification in third-party transactions. | FIX.2.7 | ||
| 41 | OrigClOrdID | Unique identifier of original order as assigned by institution. | Y | FIX.2.7 | |
| 11 | ClOrdID | Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID (11) field of the Cancel Reject Message if the replacement request is rejected. | Y | FIX.2.7 | |
| 66 | ListID | Required for List Orders | FIX.2.7 | ||
| 1 | Account | FIX.2.7 | |||
| 63 | SettlmntTyp | Absence of this field is interpreted as Regular. | FIX.2.7 | ||
| 64 | FutSettDate | Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) | FIX.2.7 | ||
| 21 | HandlInst | Must match original order | Y | FIX.2.7 | |
| 18 | ExecInst | 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). | FIX.2.7 | ||
| 110 | MinQty | FIX.3.0 | |||
| 111 | MaxFloor | FIX.3.0 | |||
| 100 | ExDestination | FIX.3.0 | |||
| 55 | Symbol | Must match original order | Y | FIX.2.7 | |
| 65 | SymbolSfx | FIX.2.7 | |||
| 48 | SecurityID | Must match original order | FIX.2.7 | ||
| 22 | IDSource | Must match original order | FIX.2.7 | ||
| 106 | Issuer | FIX.3.0 | |||
| 107 | SecurityDesc | FIX.3.0 | |||
| 54 | Side | Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus | Y | FIX.2.7 | |
| 38 | OrderQty | Y | FIX.2.7 | ||
| 40 | OrdType | Y | FIX.2.7 | ||
| 44 | Price | Required for limit OrdTypes | FIX.2.7 | ||
| 99 | StopPx | Required for stop OrdTypes | FIX.2.7 | ||
| 15 | Currency | Message without currency field is interpreted as US dollars. Must match original order. | FIX.2.7 | ||
| 59 | TimeInForce | Absence of this field indicates Day order | FIX.2.7 | ||
| 126 | ExpireTime | Required if TimeInForce = GTD | FIX.4.0 | ||
| 12 | Commission | FIX.2.7 | |||
| 13 | CommType | FIX.2.7 | |||
| 47 | Rule80A | Must match original order | FIX.2.7 | ||
| 121 | ForexReq | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. | FIX.4.0 | ||
| 120 | SettlCurrency | Required if ForexReq = Y. | FIX.4.0 | ||
| 58 | Text | FIX.2.7 | |||
| Block | StandardTrailer | Y | FIX.2.7 |