OrderCancelReplaceRequest message – FIX.4.2 – FIX Reference

← OrderCancelReject → OrderCancelRequest

MsgTypeG

CategorySingleGeneralOrderHandling

SectionTrade

AddedFIX.2.7

Fields103

Components2

The order cancel/replace request is used to change the parameters of an existing order.

Message Structure

103 fields, 2 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = G

FIX.2.7

BeginString

String

FIX.4.2 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

int

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

String

(Always unencrypted, must be third field in message)

▶ 46 enum values

Value	Name	Description
0	Heartbeat	Heartbeat
1	TestRequest	Test Request
2	ResendRequest	Resend Request
3	Reject	Reject
4	SequenceReset	Sequence Reset
5	Logout	Logout
6	IOI	Indication of Interest
7	Advertisement	Advertisement
8	ExecutionReport	Execution Report
9	OrderCancelReject	Order Cancel Reject
a	QuoteStatusRequest	Quote Status Request
A	Logon	Logon
B	News	News
b	MassQuoteAcknowledgement	Quote Acknowledgement
C	Email	Email
c	SecurityDefinitionRequest	Security Definition Request
D	NewOrderSingle	Order Single
d	SecurityDefinition	Security Definition
E	NewOrderList	Order List
e	SecurityStatusRequest	Security Status Request
f	SecurityStatus	Security Status
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request
g	TradingSessionStatusRequest	Trading Session Status Request
H	OrderStatusRequest	Order Status Request
h	TradingSessionStatus	Trading Session Status
i	MassQuote	Mass Quote
j	BusinessMessageReject	Business Message Reject
J	AllocationInstruction	Allocation
K	ListCancelRequest	List Cancel Request
k	BidRequest	Bid Request
l	BidResponse	Bid Response (lowercase L)
L	ListExecute	List Execute
m	ListStrikePrice	List Strike Price
M	ListStatusRequest	List Status Request
N	ListStatus	List Status
P	AllocationInstructionAck	Allocation ACK
Q	DontKnowTrade	Dont Know Trade (DK)
R	QuoteRequest	Quote Request
S	Quote	Quote
T	SettlementInstructions	Settlement Instructions
V	MarketDataRequest	Market Data Request
W	MarketDataSnapshotFullRefresh	Market Data-Snapshot/Full Refresh
X	MarketDataIncrementalRefresh	Market Data-Incremental Refresh
Y	MarketDataRequestReject	Market Data Request Reject
Z	QuoteCancel	Quote Cancel

FIX.4.0

SenderCompID

String

(Always unencrypted)

FIX.4.0

TargetCompID

String

(Always unencrypted)

FIX.4.0

115

OnBehalfOfCompID

String

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

128

DeliverToCompID

String

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

SecureDataLen

Length

Required to identify length of encrypted section of message. (Always unencrypted)

FIX.4.0

SecureData

data

Required when message body is encrypted. Always immediately follows SecureDataLen field.

FIX.4.0

MsgSeqNum

int

(Can be embedded within encrypted data section.)

FIX.4.0

SenderSubID

String

(Can be embedded within encrypted data section.)

FIX.4.0

142

SenderLocationID

String

Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

TargetSubID

String

"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

FIX.4.0

143

TargetLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

116

OnBehalfOfSubID

String

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

144

OnBehalfOfLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.1

129

DeliverToSubID

String

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

145

DeliverToLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.1

PossDupFlag

Boolean

Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

▶ 2 enum values

Value	Name	Description
N	OriginalTransmission	Original transmission
Y	PossibleDuplicate	Possible duplicate

FIX.4.0

PossResend

Boolean

Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

▶ 2 enum values

Value	Name	Description
N	OriginalTransmission	Original transmission
Y	PossibleResend	Possible resend

FIX.4.0

SendingTime

UTCTimestamp

(Can be embedded within encrypted data section.)

FIX.4.0

122

OrigSendingTime

UTCTimestamp

Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

FIX.4.0

212

XmlDataLen

Length

Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

FIX.4.2

213

XmlData

data

Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support

FIX.4.2

347

MessageEncoding

String

Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

▶ 4 enum values

Value	Name	Description
EUC-JP	EUCJP	(for using EUC)
ISO-2022-JP	ISO2022JP	(for using JIS)
Shift_JIS	ShiftJIS	(for using SJIS)
UTF-8	UTF8	(for using Unicode)

FIX.4.2

369

LastMsgSeqNumProcessed

int

The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

FIX.4.2

370

OnBehalfOfSendingTime

UTCTimestamp

Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.2

OrderID

String

Unique identifier of most recent order as assigned by broker.

FIX.2.7

109

ClientID

String

Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

FIX.3.0

ExecBroker

String

Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

FIX.2.7

OrigClOrdID

String

ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

FIX.2.7

ClOrdID

String

Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.

FIX.2.7

ListID

String

Required for List Orders

FIX.2.7

Account

String

Account mnemonic as agreed between broker and institution.

FIX.2.7

NoAllocs

int

Number of repeating groups for pre-trade allocation

FIX.4.2

AllocAccount

String

Required if NoAllocs > 0. Must be first field in repeating group.

FIX.4.2

AllocShares

Qty

Number of shares to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)

FIX.4.2

SettlmntTyp

char

Absence of this field is interpreted as Regular.

▶ 10 enum values

Value	Name	Description
0	Regular	Regular
1	Cash	Cash
2	NextDay	Next Day
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When Issued
8	SellersOption	Sellers Option
9	TPlus5	T+ 5

FIX.2.7

FutSettDate

LocalMktDate

Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)

FIX.2.7

HandlInst

char

Instructions for order handling on Broker trading floor

▶ 3 enum values

Value	Name	Description
1	AutomatedExecutionNoIntervention	Automated execution order, private, no Broker intervention
2	AutomatedExecutionInterventionOK	Automated execution order, public, Broker intervention OK
3	ManualOrder	Manual order, best execution

FIX.2.7

ExecInst

MultipleValueString

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).

▶ 29 enum values

Value	Name	Description
0	StayOnOfferSide	Stay on offerside
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bidside
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
I	InstitutionsOnly	Institutions only
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
T	FixedPegToLocalBestBidOrOfferAtTimeOfOrder	Fixed Peg to Local best bid or offer at time of order
U	CustomerDisplayInstruction	Customer Display Instruction (Rule11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP

FIX.2.7

110

MinQty

Qty

Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)

FIX.3.0

111

MaxFloor

Qty

Maximum number of shares within an order to be shown on the exchange floor at any given time. (Prior to FIX 4.2 this field was of type int)

FIX.3.0

100

ExDestination

Exchange

Execution destination as defined by institution when order is entered. Valid values: See Appendix C

FIX.3.0

386

NoTradingSessions

int

Specifies the number of repeating TradingSessionIDs

FIX.4.2

336

TradingSessionID

String

Required if NoTradingSessions is > 0.

FIX.4.2

Symbol

String

Must match original order

FIX.2.7

SymbolSfx

String

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory

FIX.2.7

SecurityID

String

Must match original order

FIX.2.7

IDSource

String

Must match original order

▶ 9 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)

FIX.2.7

167

SecurityType

String

Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

▶ 33 enum values

Value	Name	Description
?	Wildcard	Wildcard entry (used on Security Definition Request message)
BA	BankersAcceptance	Bankers Acceptance
CB	ConvertibleBond	Convertible Bond (Note not part of ISITC spec)
CD	CertificateOfDeposit	Certificate Of Deposit
CMO	CollateralizedMortgageObligation	Collateralize Mortgage Obligation
CORP	CorporateBond	Corporate Bond
CP	CommercialPaper	Commercial Paper
CPP	CorporatePrivatePlacement	Corporate Private Placement
CS	CommonStock	Common Stock
FHA	FederalHousingAuthority	Federal Housing Authority
FHL	FederalHomeLoan	Federal Home Loan
FN	FederalNationalMortgageAssociation	Federal National Mortgage Association
FOR	ForeignExchangeContract	Foreign Exchange Contract
FUT	Future	Future
GN	GovernmentNationalMortgageAssociation	Government National Mortgage Association
GOVT	TreasuriesAgencyDebenture	Treasuries + Agency Debenture
IET	IOETTEMortgage	Mortgage IOETTE
MF	MutualFund	Mutual Fund
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-Thru
MUNI	MunicipalBond	Municipal Bond
NONE	NoSecurityType	No ISITC Security Type
OPT	Option	Option
PS	PreferredStock	Preferred Stock
RP	RepurchaseAgreement	Repurchase Agreement
RVRP	ReverseRepurchaseAgreement	Reverse Repurchase Agreement
SL	StudentLoanMarketingAssociation	Student Loan Marketing Association
TD	TimeDeposit	Time Deposit
USTB	USTreasuryBillOld	US Treasury Bill
WAR	Warrant	Warrant
ZOO	CatsTigersAndLions	Cats, Tigers & Lions (a real code: US Treasury Receipts)

FIX.4.1

200

MaturityMonthYear

MonthYear

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

FIX.4.1

205

MaturityDay

DayOfMonth

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

FIX.4.1

201

PutOrCall

int

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.1

202

StrikePrice

Price

For Options.

FIX.4.1

206

OptAttribute

char

For Options.

FIX.4.1

231

ContractMultiplier

float

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

FIX.4.2

223

CouponRate

float

For Fixed Income.

FIX.4.2

207

SecurityExchange

Exchange

Can be used to identify the security.

FIX.4.1

106

Issuer

String

Company name of security issuer (e.g. International Business Machines)

FIX.3.0

348

EncodedIssuerLen

Length

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.2

349

EncodedIssuer

data

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.2

107

SecurityDesc

String

Security description.

FIX.3.0

350

EncodedSecurityDescLen

Length

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.2

351

EncodedSecurityDesc

data

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.2

Side

char

Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus

▶ 9 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short

FIX.2.7

TransactTime

UTCTimestamp

Time this order request was initiated/released by the trader or trading system.

FIX.4.2

OrderQty

Qty

Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)

FIX.2.7

152

CashOrderQty

Qty

Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages.

FIX.4.1

OrdType

char

Order type.

▶ 19 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
5	MarketOnClose	Market on close
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
A	OnClose	On close
B	LimitOnClose	Limit on close
C	ForexMarket	Forex - Market
D	PreviouslyQuoted	Previously quoted
E	PreviouslyIndicated	Previously indicated
F	ForexLimit	Forex - Limit
G	ForexSwap	Forex - Swap
H	ForexPreviouslyQuoted	Forex - Previously Quoted
I	Funari	Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
P	Pegged	Pegged

FIX.2.7

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.

FIX.2.7

StopPx

Price

Required for OrdType = "Stop" or OrdType = "Stop limit".

FIX.2.7

211

PegDifference

PriceOffset

Amount (signed) added to the price of the peg

FIX.4.1

388

DiscretionInst

char

Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.

▶ 6 enum values

Value	Name	Description
0	RelatedToDisplayedPrice	Related to displayed price
1	RelatedToMarketPrice	Related to market price
2	RelatedToPrimaryPrice	Related to primary price
3	RelatedToLocalPrimaryPrice	Related to local primary price
4	RelatedToMidpointPrice	Related to midpoint price
5	RelatedToLastTradePrice	Related to last trade price

FIX.4.2

389

DiscretionOffset

PriceOffset

Amount (signed) added to the "related to" price specified via DiscretionInst.

FIX.4.2

376

ComplianceID

String

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.2

377

SolicitedFlag

Boolean

Indicates whether or not the order was solicited.

▶ 2 enum values

Value	Name	Description
N	WasNotSolicited	Was not solicited
Y	WasSolicited	Was solcitied

FIX.4.2

Currency

Must match original order.

FIX.2.7

TimeInForce

char

Absence of this field indicates Day order

▶ 7 enum values

Value	Name	Description
0	Day	Day
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate or Cancel (IOC)
4	FillOrKill	Fill or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date

FIX.2.7

168

EffectiveTime

UTCTimestamp

Can specify the time at which the order should be considered valid

FIX.4.2

432

ExpireDate

LocalMktDate

Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

FIX.4.2

126

ExpireTime

UTCTimestamp

Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

FIX.4.0

427

GTBookingInst

int

States whether executions are booked out or accumulated on a partially filled GT order

▶ 3 enum values

Value	Name	Description
0	BookOutAllTradesOnDayOfExecution	book out all trades on day of execution
1	AccumulateUntilFilledOrExpired	accumulate executions until order is filled or expires
2	AccumulateUntilVerballlyNotifiedOtherwise	accumulate until verbally notified otherwise

FIX.4.2

Commission

Amt

Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.

FIX.2.7

CommType

char

Commission type

▶ 3 enum values

Value	Name	Description
1	PerUnit	per share
2	Percent	percentage
3	Absolute	absolute

FIX.2.7

Rule80A

char

Must match original order

▶ 23 enum values

Value	Name	Description
A	AgencySingleOrder	Agency single order
B	ShortExemptTransactionAType	Short exempt transaction (refer to A type)
C	ProprietaryNonAlgo	Program Order, non-index arb, for Member firm/org
D	ProgramOrderMember	Program Order, index arb, for Member firm/org
E	ShortExemptTransactionForPrincipal	Registered Equity Market Maker trades
F	ShortExemptTransactionWType	Short exempt transaction (refer to W type)
H	ShortExemptTransactionIType	Short exempt transaction (refer to I type)
I	IndividualInvestor	Individual Investor, single order
J	ProprietaryAlgo	Program Order, index arb, for individual customer
K	AgencyAlgo	Program Order, non-index arb, for individual customer
L	ShortExemptTransactionMemberAffliated	Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M	ProgramOrderOtherMember	Program Order, index arb, for other member
N	AgentForOtherMember	Program Order, non-index arb, for other member
O	ProprietaryTransactionAffiliated	Competing dealer trades
P	Principal	Principal
R	TransactionNonMember	Competing dealer trades
S	SpecialistTrades	Specialist trades
T	TransactionUnaffiliatedMember	Competing dealer trades
U	AgencyIndexArb	Program Order, index arb, for other agency
W	AllOtherOrdersAsAgentForOtherMember	All other orders as agent for other member
X	ShortExemptTransactionMemberNotAffliated	Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y	AgencyNonAlgo	Program Order, non-index arb, for other agency
Z	ShortExemptTransactionNonMember	Short exempt transaction for non-member competing market-maker (refer to A and R types)