Order Cancel/Replace Request (MsgType = G, FIXML = OrderModificationRequest)

The order cancel/replace request (G) 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 the Cancel Request (F) message for this purpose.

Cancel/Replace (G) will be used to change any valid attribute of an open order (i.e. reduce/increase quantity, change limit price, change instructions, etc.) It can be used to re-open a filled order by increasing OrderQty (38) .

The Cancel/Replace request (G) will only be accepted if the order can successfully be pulled back from the exchange floor without executing. Requests which cannot be processed will be rejected using the Cancel Reject (9) message. The Cancel Reject (9) message should provide the ClOrdID (11) and OrigClOrdID (41) values which were specified on the Cancel/Replace Request (G) message for identification.

Note that while it is necessary for the ClOrdID (11) to change and be unique, the broker's OrderID (37) field does not necessarily have to change as a result of the Cancel/Replace request (G) .

Only a limited number of fields can be changed via the cancel/replace request (G) message. All other fields should be retransmitted as sent in the original order. The fields which can be changed via this message are:

When modifying ExecInst (18) fields in a replacement order, it is necessary to re-declare all ExecInst (18) in the replacement order. ExecInst's will not be carried forward from the original order to the replacement unless re-declared.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = G
37	OrderID	OrderID	N	Unique identifier of most recent order as assigned by broker.
109	ClientID	ClientID	N	Used for firm identification in third-party transactions.
76	ExecBroker	ExecBroker	N	Used for firm identification in third-party transactions.
41	OrigClOrdID	OrigClOrdID	Y	ClOrdID (11) of the previous order (NOT the initial order of the day) when canceling or replacing an order.
11	ClOrdID	ClOrdID	Y	Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID (11) field of the Cancel Reject (9) Message if the replacement request is rejected.
66	ListID	ListID	N	Required for List Orders
1	Account	Account	N
63	SettlmntTyp	Settlement	N	Absence of this field is interpreted as Regular.
64	FutSettDate	FutSettDate	C	Required when SettlmntTyp (63) = 6 (Future) or SettlmntTyp (63) = 8 (Sellers Option)
21	HandlInst	HandInst	Y
18	ExecInst	ExecInst	N	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).
110	MinQty	MinQty	N
111	MaxFloor	MaxFloor	N
100	ExDestination	ExecDestination	N
55	Symbol	Symbol	Y	Must match original order
65	SymbolSfx	SymbolSfx	N
48	SecurityID	SecurityID	N	Must match original order
22	IDSource	IDSource	N	Must match original order
167	SecurityType	SecurityType	N	Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , MaturityMonthYear (200) , PutOrCall (201) , and StrikePrice (202) are required.
200	MaturityMonthYear	MonthYear	C	For Options or Futures to specify the month and year of maturity.
205	MaturityDay	Day	N	For Options or Futures and can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date.
201	PutOrCall	PutCall	C	For Options.
202	StrikePrice	StrikePx	C	For Options.
206	OptAttribute	OptAttribute	N	For Options.
207	SecurityExchange	SecurityExch	N	Can be used to identify the security.
106	Issuer	Issuer	N
107	SecurityDesc	SecurityDesc	N
54	Side	Side	Y	Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus
38	OrderQty	OrderQty	C	Either CashOrderQty (152) or OrderQty (38) is required. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)
152	CashOrderQty	CashOrderQty	C	Either CashOrderQty (152) or OrderQty (38) is required. Specifies the approximate "dollar quantity" for the order. Broker is responsible for converting and calculating OrderQty (38) in shares for subsequent messages.
40	OrdType	OrderType	Y
44	Price	Price	C	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	StopPx	StopPx	C	Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit".
211	PegDifference	PegDifference	N
15	Currency	Currency	N	Must match original order.
59	TimeInForce	OrderDuration	N	Absence of this field indicates Day order
126	ExpireTime	ExpireTime	C	Required if TimeInForce (59) = GTD
12	Commission	CommAmt	N
13	CommType	CommType	N
47	Rule80A	Rule80A	N	Must match original order
121	ForexReq	ForexReqOrder	N	Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120	SettlCurrency	SettCurrency	C	Required if ForexReq (121) = Y.
58	Text	Text	N
193	FutSettDate2	FutSettDate2	N	Can be used with OrdType (40) = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
192	OrderQty2	OrderQty2	N	Can be used with OrdType (40) = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
77	OpenClose	OpenClose	N	For options
203	CoveredOrUncovered	Cover	N	For options
204	CustomerOrFirm	CustomerFirm	N	For options when delivering the order to execution system/exchange.
210	MaxShow	MaxShow	N
114	LocateReqd	LocateReq	C	Required for short sell orders
<Standard Message Trailer>			Y

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