Multileg Order Cancel/Replace Request (MsgType = AC, FIXML = MultiLegModificationReq)

Used to modify a multileg order previously submitted using the New Order - Multileg (AB) message. See Order Cancel/Replace Request (G) for details concerning message usage.

Tag		Field Name	FIXML	Req'd	Comments
<Standard Message Header>				Y	MsgType = AC
37		OrderID	OrderID	N	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
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 or by the intermediary with closest association with the investor. Note that this identifier will be used in ClOrdID (11) field of the Cancel Reject (9) message if the replacement request is rejected.
526		SecondaryClOrdID	SecondaryClOrdID	N
583		ClOrdLinkID	ClOrdLinkID	N
586		OrigOrdModTime	OrigOrdModTime	N
<Parties>				N
1		Account	Account	N
581		AccountType	AccountType	N
589		DayBookingInst	DayBookingInst	N
590		BookingUnit	BookingUnit	N
591		PreallocMethod	PreallocMethod	N
78		NoAllocs	NoAllocs	N	Number of repeating groups for pre-trade allocation
=>	79	AllocAccount	AllocAccount	C	Required if NoAllocs (78) > 0. Must be first field in repeating group.
=>	467	IndividualAllocID	IndividualAllocID	N
=>	80	AllocQty	AllocQty	N
63		SettlmntTyp	Settlement	N
64		FutSettDate	FutSettDate	C	Takes precedence over SettlmntTyp (63) value and conditionally required/omitted for specific SettlmntTyp (63) values.
544		CashMargin	CashMargin	N
635		ClearingFeeIndicator	ClearingFeeIndicator	N
21		HandlInst	HandInst	Y
18		ExecInst	ExecInst	N	Can contain multiple instructions, space delimited. If OrdType (40) =P, exactly one of the following values ( ExecInst (18) = L, R, M, P, O, T, or W) must be specified.
110		MinQty	MinQty	N
111		MaxFloor	MaxFloor	N
100		ExDestination	ExDestination	N
386		NoTradingSessions	NoTradingSessions	N	Specifies the number of repeating TradingSessionIDs
=>	336	TradingSessionID	TradingSessionID	C	Required if NoTradingSessions (386) is > 0.
=>	625	TradingSessionSubID	TradingSessionSubID	N
81		ProcessCode	ProcessCode	N	Used to identify soft trades at order entry.
54		Side	Side	Y	Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
<Instrument>				Y	SecurityType (167) = "MLEG". CFICode (461) should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.
140		PrevClosePx	PrevClosePx	N	Useful for verifying security identification
555		NoLegs	NoLegs	Y	Number of legs. Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
=>	<Instrument Leg>			C	Must be provided if Number of legs > 0
=>	564	LegPositionEffect	LegPositionEffect	N	Provide if the PositionEffect (77) for the leg is different from that specified for the overall multileg security
=>	565	LegCoveredOrUncovered	LegCoveredOrUncovered	N	Provide if the CoveredOrUncovered (203) for the leg is different from that specified forthe overall multileg security.
=>	<Nested Parties>			N	Used for NestedPartyRole (538) =Leg Clearing Firm/Account, Leg Account/Account Type
=>	654	LegRefID	LegRefID	N	Used to identify a specific leg.
=>	566	LegPrice	LegPrice	N	Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price.
=>	587	LegSettlmntTyp	LegSettlmntTyp	N	Refer to values for SettlmntTyp (63)
=>	588	LegFutSettDate	LegFutSettDate	C	Refer to values for FutSettDate (64)
114		LocateReqd	LocateReqd	C	Required for short sell orders
60		TransactTime	TransactTime	Y	Time this order request was initiated/released by the trader, trading system, or intermediary.
465		QuantityType	QuantityType	N
<Order Qty Data>				Y
40		OrdType	OrdType	Y
423		PriceType	PriceType	N
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".
15		Currency	Currency	N
376		ComplianceID	ComplianceID	N
377		SolicitedFlag	SolicitedFlag	N
23		IOIid	IOI_ID	C	Required for Previously Indicated Orders ( OrdType (40) =E)
117		QuoteID	QuoteID	C	Required for Previously Quoted Orders ( OrdType (40) =D)
59		TimeInForce	OrderDuration	N	Absence of this field indicates Day order
168		EffectiveTime	EffectiveTime	N	Can specify the time at which the order should be considered valid
432		ExpireDate	ExpireDate	C	Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified.
126		ExpireTime	ExpireTime	C	Conditionally required if TimeInForce (59) = GTD and ExpireDate (432) is not specified.
427		GTBookingInst	GTBookingInst	N	States whether executions are booked out or accumulated on a partially filled GT order
<Commission Data>				N
528		OrderCapacity	OrderCapacity	N
529		OrderRestrictions	OrderRestrictions	N
582		CustOrderCapacity	CustOrderCapacity	N
121		ForexReq	ForexReq	N	Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120		SettlCurrency	SettlCurrency	C	Required if ForexReq (121) = Y.
58		Text	Text	N
354		EncodedTextLen	EncodedTextLen	C	Must be set if EncodedText (355) field is specified and must immediately precede it.
355		EncodedText	EncodedText	C	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
77		PositionEffect	PositionEffect	N	For use in derivatives omnibus accounting
203		CoveredOrUncovered	CoveredOrUncovered	N	For use with derivatives, such as options
210		MaxShow	MaxShow	N
211		PegDifference	PegDifference	N	Amount (signed) added to the price of the peg
388		DiscretionInst	DiscretionInst	C	Code to identify the price a DiscretionOffset (389) is related to and should be mathematically added to. Required if DiscretionOffset (389) is specified.
389		DiscretionOffset	DiscretionOffset	N	Amount (signed) added to the "related to" price specified via DiscretionInst (388) .
480		CancellationRights	CancellationRights	N	For CIV - Optional
481		MoneyLaunderingStatus	MoneyLaunderingStatus	N	For CIV - Optional
513		RegistID	RegistID	N	Reference to Registration Instructions (o) message for this Order.
494		Designation	Designation	N	Supplementary registration information for this Order
563		MultiLegRptTypeReq	MultiLegRptTypeReq	N	Indicates the method of execution reporting requested by issuer of the order.
118		NetMoney	NetMoney	N	Can be specified on the order for Fixed Income Municipals
<Standard Message Trailer>				Y

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