The Multileg Order Cancel/Replace message is used to modify a multileg order previously placed using New Order Multileg <35=AB>. See also Order Cancel/Replace Request <35=G>.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 37 | String | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN) | ||
| 41 | String | ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order | ||
| 11 | String | Unique identifier of replacement order as assigned by institution or by the intermediary with the 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 | String | |||
| 583 | String | |||
| 586 | UTCTimestamp | |||
| Component | The set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | |||
| 229 | LocalMktDate | |||
| 75 | LocalMktDate | |||
| 1 | String | |||
| 660 | Int Enum | |||
| 581 | Int Enum | |||
| 589 | Char Enum | |||
| 590 | Char Enum | |||
| 591 | Char Enum | |||
| 70 | String | Used to assign an identifier to the block of individual preallocations | ||
| Component | Number of repeating groups for pre-trade allocation | |||
| 63 | Char Enum | |||
| 64 | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values | ||
| 544 | Char Enum | |||
| 635 | String Enum | |||
| 21 | Char Enum | |||
| 18 | String Enum | Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified | ||
| 110 | Quantity | |||
| 111 | Quantity | |||
| 100 | Exchange | |||
| Component | Specifies the number of repeating TradingSessionIDs | |||
| 81 | Char Enum | Used to identify soft trades at order entry | ||
| 54 | Char Enum | Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block | ||
| Component | The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap | |||
| Component | Number of underlyings | |||
| 140 | Price | Useful for verifying security identification | ||
| Component | Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero | |||
| 114 | Boolean Enum | Required for short sell orders | ||
| 60 | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary | ||
| 854 | Int Enum | |||
| Component | The set of "OrderQtyData" fields defined in "Common Components of Application Messages" | |||
| 40 | Char Enum | |||
| 423 | Int Enum | |||
| 44 | Price | 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 | Price | Required for OrdType = "Stop" or OrdType = "Stop limit" | ||
| 15 | Currency | |||
| 376 | String | |||
| 377 | Boolean Enum | |||
| 23 | String | Required for Previously Indicated Orders (OrdType=E) | ||
| 117 | String | Required for Previously Quoted Orders (OrdType=D) | ||
| 59 | Char Enum | If absent, DAY is used | ||
| 168 | UTCTimestamp | Can specify the time at which the order should be considered valid | ||
| 432 | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified | ||
| 126 | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified | ||
| 427 | Int Enum | States whether executions are booked out or accumulated on a partially filled GT order | ||
| Component | The set of "CommissionData" fields defined in "Common Components of Application Messages" | |||
| 528 | Char Enum | |||
| 529 | String Enum | |||
| 582 | Int Enum | |||
| 121 | Boolean Enum | Whether the broker is requested to execute a Forex accommodation trade in conjunction with the security trade | ||
| 120 | Currency | Required if ForexReq = Y | ||
| 775 | Int Enum | 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). If absent, regular booking is used | ||
| 58 | String | |||
| 354 | Length | Must be set if EncodedText field is specified and must immediately precede it | ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field | ||
| 77 | Char Enum | For use in derivatives omnibus accounting | ||
| 203 | Int Enum | For use with derivatives, such as options | ||
| 210 | Quantity | |||
| Component | The set of "PegInstruction" fields defined in "Common Components of Application Messages" | |||
| Component | The set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" | |||
| 847 | Int Enum | The target strategy of the order | ||
| 848 | String | For further specification of the TargetStrategy | ||
| 849 | Percentage | 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) | ||
| 480 | Char Enum | For CIV - Optional | ||
| 481 | Char Enum | |||
| 513 | String | Reference to Registration Instructions message for this Order | ||
| 494 | String | Supplementary registration information for this Order | ||
| 563 | Int Enum | Indicates the method of execution reporting requested by issuer of the order | ||
| Component |