Multileg Order Cancel/Replace message

AC Multileg Order Cancel/Replace

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>.

Structure

Tag	Name	Type	Description
	StandardHeader	Component
37	OrderID	String	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN)
2422	OrderRequestID	Int	Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester
41	OrigClOrdID	String	ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID
11	ClOrdID	String	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	String
583	ClOrdLinkID	String
586	OrigOrdModTime	UTCTimestamp
	Parties	Component	This is party information related to the submitter of the request
	TargetParties	Component	Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order
229	TradeOriginationDate	LocalMktDate
75	TradeDate	LocalMktDate
1	Account	String
660	AcctIDSource	Int Enum
581	AccountType	Int Enum
589	DayBookingInst	Char Enum
590	BookingUnit	Char Enum
591	PreallocMethod	Char Enum
70	AllocID	String	Used to assign an identifier to the block of individual preallocations
	PreAllocMlegGrp	Component	Number of repeating groups for pre-trade allocation
63	SettlType	String Enum
64	SettlDate	LocalMktDate	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values
544	CashMargin	Char Enum
635	ClearingFeeIndicator	String Enum
21	HandlInst	Char Enum
18	ExecInst	MultipleCharValue 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
1805	AuctionInstruction	Int Enum
110	MinQty	Quantity
1822	MinQtyMethod	Int Enum
1089	MatchIncrement	Quantity
1090	MaxPriceLevels	Int
2676	MaximumPriceDeviation	Percentage
	ValueChecksGrp	Component
	MatchingInstructions	Component
2362	SelfMatchPreventionID	String	May be used as an alternative to MatchingInstructions when the identifier does not appear in another field
2964	SelfMatchPreventionInstruction	Int Enum
	DisplayInstruction	Component
	DisclosureInstructionGrp	Component	Specifies instructions to disclose certain order level information in market data
111	MaxFloor	Quantity
1300	MarketSegmentID	String
100	ExDestination	Exchange
1133	ExDestinationIDSource	Char Enum
2704	ExDestinationType	Int Enum
	TrdgSesGrp	Component	Specifies the number of repeating TradingSessionIDs
81	ProcessCode	Char Enum	Used to identify soft trades at order entry
54	Side	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
2102	ShortMarkingExemptIndicator	Boolean
	Instrument	Component
	UndInstrmtGrp	Component	Number of underlyings
140	PrevClosePx	Price	Useful for verifying security identification
1069	SwapPoints	PriceOffset
	LegOrdGrp	Component	Number of legs
114	LocateReqd	Boolean Enum	Required for short sell orders
60	TransactTime	UTCTimestamp	Time this order request was initiated/released by the trader, trading system, or intermediary
854	QtyType	Int Enum
	OrderQtyData	Component	Conditionally required when the OrderQtyData component is specified in the NewOrderMultileg(35=AB) message
40	OrdType	Char Enum
1377	MultilegModel	Int Enum
1378	MultilegPriceMethod	Int Enum
423	PriceType	Int Enum
44	Price	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
1092	PriceProtectionScope	Char Enum
99	StopPx	Price	Required for OrdType = "Stop" or OrdType = "Stop limit"
	TriggeringInstruction	Component	The set of "TriggeringInstruction" fields defined in "common components of application messages"
15	Currency	Currency
2897	CurrencyCodeSource	String Enum
376	ComplianceID	String
2404	ComplianceText	String
2351	EncodedComplianceTextLen	Length	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it
2352	EncodedComplianceText	Data	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field
377	SolicitedFlag	Boolean Enum
23	IOIID	String	Required for Previously Indicated Orders (OrdType=E)
117	QuoteID	String	Required for Previously Quoted Orders (OrdType=D)
59	TimeInForce	Char Enum	Absence of this field indicates Day order
168	EffectiveTime	UTCTimestamp	Can specify the time at which the order should be considered valid
432	ExpireDate	LocalMktDate	Conditionally required if TimeInForce = GTD and ExpireTime is not specified
126	ExpireTime	UTCTimestamp	Conditionally required if TimeInForce = GTD and ExpireDate is not specified
427	GTBookingInst	Int Enum	States whether executions are booked out or accumulated on a partially filled GT order
1629	ExposureDuration	Int	Conditionally required when TimeInForce(59)=10 (Good for Time)
1916	ExposureDurationUnit	Int Enum
	CommissionData	Component
	CommissionDataGrp	Component	Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed
528	OrderCapacity	Char Enum
529	OrderRestrictions	MultipleCharValue Enum
1815	TradingCapacity	Int Enum
1091	PreTradeAnonymity	Boolean
1390	TradePublishIndicator	Int Enum
582	CustOrderCapacity	Int Enum
1724	OrderOrigination	Int Enum
	OrderAttributeGrp	Component
121	ForexReq	Boolean Enum	Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade
120	SettlCurrency	Currency	Required if ForexReq = Y
2899	SettlCurrencyCodeSource	String Enum
775	BookingType	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). Absence of this field implies regular booking
58	Text	String
354	EncodedTextLen	Length	Must be set if EncodedText field is specified and must immediately precede it
355	EncodedText	Data	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
1816	ClearingAccountType	Int Enum
77	PositionEffect	Char Enum	For use in derivatives omnibus accounting
203	CoveredOrUncovered	Int Enum	For use with derivatives, such as options
210	MaxShow	Quantity
	PegInstructions	Component
	DiscretionInstructions	Component
847	TargetStrategy	Int Enum	The target strategy of the order
	StrategyParametersGrp	Component	Strategy parameter block
848	TargetStrategyParameters	String	For further specification of the TargetStrategy
1190	RiskFreeRate	Float
849	ParticipationRate	Percentage	Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate
480	CancellationRights	Char Enum	For CIV - Optional
481	MoneyLaunderingStatus	Char Enum
513	RegistID	String	Reference to Registration Instructions message for this Order
494	Designation	String	Supplementary registration information for this Order
522	OwnerType	Int Enum
2679	OrderOwnershipIndicator	Int Enum	Can be used to request change of order ownership
563	MultiLegRptTypeReq	Int Enum	Indicates the method of execution reporting requested by issuer of the order
1685	ThrottleInst	Int Enum
1803	AuctionType	Int Enum	Conditionally required for auction orders
1804	AuctionAllocationPct	Percentage
1819	RelatedHighPrice	Price
1820	RelatedLowPrice	Price
1821	RelatedPriceSource	Int Enum
	StandardTrailer	Component

New Order Multileg Trade Capture Report Request