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

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

Tag			Field Name	FIXML	Req'd	Comments
<Standard Message Header>					Y	MsgType = AC
37			OrderID	@OrdID	N	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
41			OrigClOrdID	@OrigClOrdID	Y	ClOrdID 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 message if the replacement request is rejected.
526			SecondaryClOrdID	@ClOrdID2	N
583			ClOrdLinkID	@ClOrdLinkID	N
586			OrigOrdModTime	@OrigOrdModTm	N
<Parties>					N	Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages".
229			TradeOriginationDate	@OrignDt	N
75			TradeDate	@TrdDt	N
1			Account	@Acct	N
660			AcctIDSource	@AcctIDSrc	N
581			AccountType	@AcctTyp	N
589			DayBookingInst	@DayBkngInst	N
590			BookingUnit	@BkngUnit	N
591			PreallocMethod	@PreallocMeth	N
70			AllocID	@AllocID	N	Used to assign an identifier to the block of individual preallocations
78			NoAllocs	PreAllocMleg	N	Number of repeating groups for pre-trade allocation
=>	79		AllocAccount	@Acct	C	Required if NoAllocs (78) > 0. Must be first field in repeating group.
=>	661		AllocAcctIDSource	@ActIDSrc	N
=>	736		AllocSettlCurrency	@AllocSettlCcy	N
=>	467		IndividualAllocID	@IndAllocID	N
=>	<NestedParties3>				N	Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages".
=>	80		AllocQty	@Qty	N
63			SettlType	@SettlTyp	N
64			SettlDate	@SettlDt	C	Takes precedence over SettlType (63) value and conditionally required/omitted for specific SettlType (63) values.
544			CashMargin	@CshMgn	N
635			ClearingFeeIndicator	@ClrFeeInd	N
21			HandlInst	@HandlInst	N
18			ExecInst	@ExecInst	N	Can contain multiple instructions, space delimited. If OrdType (40) =P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
110			MinQty	@MinQty	N
1089			MatchIncrement	@MtchInc	N
1090			MaxPriceLevels	@MxPxLvls	N
<DisplayInstruction>					N	Insert here the set of "DisplayInstruction" fields defined in "common components of application messages".
111			MaxFloor	@MaxFloor	N	(Deprecated in FIX.5.0)
100			ExDestination	@ExDest	N
1133			ExDestinationIDSource	@ExDestIDSrc	N
386			NoTradingSessions	TrdSes	N	Specifies the number of repeating TradingSessionID (336) s
=>	336		TradingSessionID	@SesID	C	Required if NoTradingSessions (386) is > 0.
=>	625		TradingSessionSubID	@SesSub	N
81			ProcessCode	@ProcCode	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>					N	Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". SecurityType (167) = "MLEG". CFICode (461) should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.
711			NoUnderlyings	Undly	N	Number of underlyings
=>	<UnderlyingInstrument>				C	Must be provided if Number of underlyings > 0
140			PrevClosePx	@PrevClsPx	N	Useful for verifying security identification
1069			SwapPoints	@SwapPnts	N
555			NoLegs	Ord	Y	Number of legs. Can be zero (e.g. standardized multileg instrument such as an Option strategy) must be provided even if zero
=>	<InstrumentLeg>				C	Must be provided if Number of legs > 0
=>	687		LegQty	@Qty	N
=>	690		LegSwapType	@SwapTyp	N
=>	<LegStipulations>				N
=>	1366		LegAllocID	@LegAllocID	N
=>	670		NoLegAllocs	PreAll	N
=>	=>	671	LegAllocAccount	@AllocAcct	C
=>	=>	672	LegIndividualAllocID	@IndAllocID	N
=>	=>	<NestedParties2>			N	Insert here the set of "NestedParties2" (firm identification "second instance of nesting" within additional repeating group) fields defined in "Common Components of Application Messages".
=>	=>	673	LegAllocQty	@AllocQty	N
=>	=>	674	LegAllocAcctIDSource	@AllocAcctIDSrc	N
=>	=>	1367	LegAllocSettlCurrency	@AllocSettlCcy	N
=>	564		LegPositionEffect	@PosEfct	N	Provide if the PositionEffect (77) for the leg is different from that specified for the overall multileg security
=>	565		LegCoveredOrUncovered	@Cover	N	Provide if the CoveredOrUncovered (203) for the leg is different from that specified for the overall multileg security.
=>	<NestedParties>				N	Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
=>	654		LegRefID	@RefID	N	Used to identify a specific leg.
=>	587		LegSettlType	@SettlTyp	N	Refer to values for SettlType (63) .
=>	588		LegSettlDate	@SettlDt	C	Refer to values for SettlDate (64) .
=>	675		LegSettlCurrency	@SettlCcy	N
=>	685		LegOrderQty	@OrdQty	N
=>	1379		LegVolatility	@LegVolatility	N
=>	1381		LegDividendYield	@LegDividendYield	N
=>	1383		LegCurrencyRatio	@LegCurrencyRatio	N
=>	1384		LegExecInst	@LegExecInst	N
114			LocateReqd	@LocReqd	C	Required for short sell orders
60			TransactTime	@TxnTm	Y	Time this order request was initiated/released by the trader, trading system, or intermediary.
854			QtyType	@QtyTyp	N
<OrderQtyData>					Y	Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages".
40			OrdType	@OrdTyp	Y
1377			MultilegModel	@MlegModel	N
1378			MultilegPriceMethod	@MlegPxMeth	N
423			PriceType	@PxTyp	N
44			Price	@Px	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.
1092			PriceProtectionScope	@PxPrtScp	N
99			StopPx	@StopPx	C	Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit".
<TriggeringInstruction>					N	Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages".
15			Currency	@Ccy	N
376			ComplianceID	@ComplianceID	N
377			SolicitedFlag	@SolFlag	N
23			IOIID	@IOIID	C	Required for Previously Indicated Orders (OrdType=E)
117			QuoteID	@QID	C	Required for Previously Quoted Orders (OrdType=D)
59			TimeInForce	@TmInForce	N	Absence of this field indicates Day order
168			EffectiveTime	@EfctvTm	N	Can specify the time at which the order should be considered valid
432			ExpireDate	@ExpireDt	C	Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified.
126			ExpireTime	@ExpireTm	C	Conditionally required if TimeInForce (59) = GTD and ExpireDate (432) is not specified.
427			GTBookingInst	@GTBkngInst	N	States whether executions are booked out or accumulated on a partially filled GT order
<CommissionData>					N	Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages".
528			OrderCapacity	@Cpcty	N
529			OrderRestrictions	@Rstctions	N
1091			PreTradeAnonymity	@PrTrdAnon	N
582			CustOrderCapacity	@CustCpcty	N
121			ForexReq	@ForexReq	N	Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120			SettlCurrency	@SettlCcy	C	Required if ForexReq (121) = Y.
775			BookingType	@BkngTyp	N	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	@Txt	N
354			EncodedTextLen	@EncTxtLen	C	Must be set if EncodedText (355) field is specified and must immediately precede it.
355			EncodedText	@EncTxt	C	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
77			PositionEffect	@PosEfct	N	For use in derivatives omnibus accounting
203			CoveredOrUncovered	@Covered	N	For use with derivatives, such as options
210			MaxShow	@MaxShow	N	(Deprecated in FIX.5.0)
<PegInstructions>					N	Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages".
<DiscretionInstructions>					N	Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages".
847			TargetStrategy	@TgtStrategy	N	The target strategy of the order
957			NoStrategyParameters	StrpPrmGrp	N	Indicates number of strategy parameters
=>	958		StrategyParameterName	@StrtPrmNme	C	Name of parameter
=>	959		StrategyParameterType	@StrtPrmTyp	N	Datatype of the parameter.
=>	960		StrategyParameterValue	@StrtPrmVal	N	Value of the parameter
848			TargetStrategyParameters	@TgtStrategyParameters	N	(Deprecated in FIX.5.0)For further specification of the TargetStrategy
1190			RiskFreeRate	@RFR	N
849			ParticipationRate	@ParticipationRt	C	(Deprecated in FIX.5.0)Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
480			CancellationRights	@CxllationRights	N	For CIV - Optional
481			MoneyLaunderingStatus	@MnyLaunderingStat	N
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	@MLEGRptTypReq	N	Indicates the method of execution reporting requested by issuer of the order.
<Standard Message Trailer>					Y

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