This message is used to change the parameters of an existing order.
Do not use this message to cancel the remaining quantity of an outstanding order, use Order Cancel Request <35=F> instead.
The request will only be accepted if the order can successfully be pulled from the exchange without executing. Requests which cannot be processed will be rejected using the Order Cancel Reject <35=9> message. The Order Cancel Reject <35=9> message should provide the ClOrdID (11) and OrigClOrdID (41) values which were specified on the request.
Only a limited number of fields can be changed using this message. All other fields should be retransmitted as sent in the original order. These fields are:
When modifying ExecInst (18) values in a replacement order, it is necessary to re-declare all ExecInst (18)s. ExecInst (18) values will not be carried forward from the original order to the replacement unless re-declared.