Order Cancel/Replace Request (G) Message
Purpose
Used to change an existing order
Message Direction
From the TT FIX Order Gateway to a third-party FIX acceptor
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| Tag | Name | Type | Required | Comments | |||||
|---|---|---|---|---|---|---|---|---|---|
| Header | Y | For additional information about this component group, consult the documentation. 35=G (MsgType) | |||||||
| 37 | OrderID | STRING | Y | Order ID assigned by the third-party FIX acceptor | |||||
| 41 | OrigClOrdID | STRING | Y | Original order ID. Equal to the current value of Tag 11 (ClOrdID) of the order that this message modifies. | |||||
| 11 | ClOrdID | STRING | Y | TT order ID | |||||
| 60 | TransactTime | UTCTIMESTAMP | Y | Time, in UTC, that the FIX Order Gateway submitted the message | |||||
| Instrument | Y | Instrument associated with this message. For additional information about this component group, consult the full documentation. | |||||||
| 44 | Price | PRICE | C Sent when Tag 40 (OrdType) is one of the following:
| Limit price for limit orders | |||||
| 99 | StopPx | PRICE | C Sent when Tag 40 (OrdType) is one of the following:
| Trigger price for a stop order. | |||||
| 38 | OrderQty | QTY | Y | Total order quantity | |||||
| 110 | MinQty | QTY | C Sent for Minimum Volume (MV) orders | Minimum quantity for a Minimum Volume (MV) order | |||||
| 1138 | DisplayQty | QTY | C Sent for disclosed quantity (Iceberg) orders | Quantity to disclose for a disclosed quantity (Iceberg) order | |||||
| 54 | Side | CHAR | Y | Side of the order Possible values:
| |||||
| 40 | OrdType | CHAR | Y | Order type Possible values include:
| |||||
| 77 | OpenClose | CHAR | Y | Whether the resulting position after a trade should be an opening position or closing position Possible values:
| |||||
| 59 | TimeInForce | CHAR | Y | How long an order remains active Possible values:
| |||||
| 432 | ExpireDate | LOCALMKTDATE | C Sent when Tag 59 (TimeInForce) = 6 (Good Till Date) | Date a Good Till Date order expires | |||||
| 18233 | BrokerRoute | STRING | N | This tag will be populated only on FIX Order Gateway orders, and only if a value is defined for the ‘Route’ parameter under a FIX Order Gateway connection in TTUS. | |||||
| Trader | Y | Information about the trader routing the order. For additional information about this component group, consult the full documentation. | |||||||
| Trailer | Y | For additional information about this component group, consult the full documentation. | |||||||
| |||||||||
Message Notes
The Order Cancel Replace Request (G) message is used by the TT FIX Order Gateway to make changes to a previously submitted order.