OrderCancelReplaceRequest

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIX.4.4 (Always unencrypted, must be first field in message)

2. 9 BodyLengthLengthRequired here

   (Always unencrypted, must be second field in message)

3. 35 MsgTypeStringRequired here

   (Always unencrypted, must be third field in message)

4. 49 SenderCompIDStringRequired here

   (Always unencrypted)

5. 56 TargetCompIDStringRequired here

   (Always unencrypted)

6. 115 OnBehalfOfCompIDString—

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

7. 128 DeliverToCompIDString—

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

8. 90 SecureDataLenLength—

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

9. 91 SecureDatadata—

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

10. 34 MsgSeqNumSeqNumRequired here

    (Can be embedded within encrypted data section.)

11. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

12. 142 SenderLocationIDString—

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

13. 57 TargetSubIDString—

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

14. 143 TargetLocationIDString—

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

15. 116 OnBehalfOfSubIDString—

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

16. 144 OnBehalfOfLocationIDString—

    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.)

17. 129 DeliverToSubIDString—

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

18. 145 DeliverToLocationIDString—

    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.)

19. 43 PossDupFlagBoolean—

    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.)

20. 97 PossResendBoolean—

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

21. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

22. 122 OrigSendingTimeUTCTimestamp—

    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.)

23. 212 XmlDataLenLength—

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

24. 213 XmlDatadata—

    Can contain an XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support

25. 347 MessageEncodingString—

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

26. 369 LastMsgSeqNumProcessedSeqNum—

    The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

27. HopRepeating groupCount tag 627—

    Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

    Hop definition & usage →

    1. 627 NoHopsGroup count—
    2. 628 HopCompIDString—
    3. 629 HopSendingTimeUTCTimestamp—
    4. 630 HopRefIDSeqNum—

Parties definition & usage →

1. 453 NoPartyIDsGroup count—

   Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

2. 448 PartyIDString—

   Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

3. 447 PartyIDSourcechar—

   Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

4. 452 PartyRoleint—

   Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

5. PtysSubGrpRepeating groupCount tag 802—

   Repeating group of Party sub-identifiers.

   PtysSubGrp definition & usage →

   1. 802 NoPartySubIDsGroup count—
   2. 523 PartySubIDString—
   3. 803 PartySubIDTypeint—

PreAllocGrp definition & usage →

1. 78 NoAllocsGroup count—
2. 79 AllocAccountString—
3. 661 AllocAcctIDSourceint—
4. 736 AllocSettlCurrencyCurrency—
5. 467 IndividualAllocIDString—
6. NestedPartiesRepeating groupCount tag 539—

   NestedParties definition & usage →

   1. 539 NoNestedPartyIDsGroup count—

      Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

   2. 524 NestedPartyIDString—

      Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

   3. 525 NestedPartyIDSourcechar—

      Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

   4. 538 NestedPartyRoleint—

      Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

   5. NstdPtysSubGrpRepeating groupCount tag 804—

      Repeating group of NestedParty sub-identifiers.

      NstdPtysSubGrp definition & usage →

      1. 804 NoNestedPartySubIDsGroup count—
      2. 545 NestedPartySubIDString—
      3. 805 NestedPartySubIDTypeint—
7. 80 AllocQtyQty—

TrdgSesGrp definition & usage →

1. 386 NoTradingSessionsGroup count—
2. 336 TradingSessionIDString—
3. 625 TradingSessionSubIDString—

Instrument definition & usage →

1. 55 SymbolString—

   Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.

2. 65 SymbolSfxString—

   Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

3. 48 SecurityIDString—

   Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

4. 22 SecurityIDSourceString—

   Required if SecurityID is specified.

5. SecAltIDGrpRepeating groupCount tag 454—

   Number of alternate Security Identifiers

   SecAltIDGrp definition & usage →

   1. 454 NoSecurityAltIDGroup count—
   2. 455 SecurityAltIDString—
   3. 456 SecurityAltIDSourceString—
6. 460 Productint—

   Indicates the type of product the security is associated with (high-level category)

7. 461 CFICodeString—

   Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

8. 167 SecurityTypeString—

   It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

9. 762 SecuritySubTypeString—

   Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

10. 200 MaturityMonthYearMonthYear—

    Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

11. 541 MaturityDateLocalMktDate—

    Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

12. 201 PutOrCallint—

    For Options.

13. 224 CouponPaymentDateLocalMktDate—

    Date interest is to be paid. Used in identifying Corporate Bond issues.

14. 225 IssueDateLocalMktDate—

    Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

15. 239 RepoCollateralSecurityTypeDeprecated FIX.4.4String—

    (Deprecated, use UnderlyingSecurityType (310) )

16. 226 RepurchaseTermint—

    (Deprecated, use TerminationType (788) )

17. 227 RepurchaseRatePercentage—

    (Deprecated, use Price (44) )

18. 228 Factorfloat—

    For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

19. 255 CreditRatingString—
20. 543 InstrRegistryString—

    The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

21. 470 CountryOfIssueCountry—

    ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

22. 471 StateOrProvinceOfIssueString—

    A two-character state or province abbreviation.

23. 472 LocaleOfIssueString—

    The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

24. 240 RedemptionDateLocalMktDate—

    (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

25. 202 StrikePricePrice—

    Used for derivatives, such as options and covered warrants

26. 947 StrikeCurrencyCurrency—

    Used for derivatives

27. 206 OptAttributechar—

    Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

28. 231 ContractMultiplierfloat—

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

29. 223 CouponRatePercentage—

    For Fixed Income.

30. 207 SecurityExchangeExchange—

    Can be used to identify the security.

31. 106 IssuerString—
32. 348 EncodedIssuerLenLength—

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

33. 349 EncodedIssuerdata—

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

34. 107 SecurityDescString—
35. 350 EncodedSecurityDescLenLength—

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

36. 351 EncodedSecurityDescdata—

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

37. 691 PoolString—

    Identifies MBS / ABS pool

38. 667 ContractSettlMonthMonthYear—

    Must be present for MBS/TBA

39. 875 CPProgramint—

    The program under which a commercial paper is issued

40. 876 CPRegTypeString—

    The registration type of a commercial paper issuance

41. EvntGrpRepeating groupCount tag 864—

    Number of repeating EventType group entries.

    EvntGrp definition & usage →

    1. 864 NoEventsGroup count—
    2. 865 EventTypeint—
    3. 866 EventDateLocalMktDate—
    4. 867 EventPxPrice—
    5. 868 EventTextString—
42. 873 DatedDateLocalMktDate—

    If different from IssueDate

43. 874 InterestAccrualDateLocalMktDate—

    If different from IssueDate and DatedDate

FinancingDetails definition & usage →

1. 913 AgreementDescString—

   The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

2. 914 AgreementIDString—

   A common reference to the applicable standing agreement between the principals

3. 915 AgreementDateLocalMktDate—

   A reference to the date the underlying agreement was executed.

4. 918 AgreementCurrencyCurrency—

   Currency of the underlying agreement.

5. 788 TerminationTypeint—

   For Repos the timing or method for terminating the agreement.

6. 916 StartDateLocalMktDate—

   Settlement date of the beginning of the deal

7. 917 EndDateLocalMktDate—

   Repayment / repurchase date

8. 919 DeliveryTypeint—

   Delivery or custody arrangement for the underlying securities

9. 898 MarginRatioPercentage—

   Percentage of cash value that underlying security collateral must meet.

UndInstrmtGrp definition & usage →

1. 711 NoUnderlyingsGroup count—
2. UnderlyingInstrumentComponent—

   UnderlyingInstrument definition & usage →

   1. 311 UnderlyingSymbolString—
   2. 312 UnderlyingSymbolSfxString—
   3. 309 UnderlyingSecurityIDString—
   4. 305 UnderlyingSecurityIDSourceString—
   5. UndSecAltIDGrpRepeating groupCount tag 457—

      UndSecAltIDGrp definition & usage →

      1. 457 NoUnderlyingSecurityAltIDGroup count—
      2. 458 UnderlyingSecurityAltIDString—
      3. 459 UnderlyingSecurityAltIDSourceString—
   6. 462 UnderlyingProductint—
   7. 463 UnderlyingCFICodeString—
   8. 310 UnderlyingSecurityTypeString—
   9. 763 UnderlyingSecuritySubTypeString—
   10. 313 UnderlyingMaturityMonthYearMonthYear—
   11. 542 UnderlyingMaturityDateLocalMktDate—
   12. 315 UnderlyingPutOrCallint—
   13. 241 UnderlyingCouponPaymentDateLocalMktDate—
   14. 242 UnderlyingIssueDateLocalMktDate—
   15. 243 UnderlyingRepoCollateralSecurityTypeDeprecated FIX.4.4String—

       (Deprecated, not applicable/used for Repos)

   16. 244 UnderlyingRepurchaseTermint—

       (Deprecated, not applicable/used for Repos)

   17. 245 UnderlyingRepurchaseRatePercentage—

       (Deprecated, not applicable/used for Repos)

   18. 246 UnderlyingFactorfloat—
   19. 256 UnderlyingCreditRatingString—
   20. 595 UnderlyingInstrRegistryString—
   21. 592 UnderlyingCountryOfIssueCountry—
   22. 593 UnderlyingStateOrProvinceOfIssueString—
   23. 594 UnderlyingLocaleOfIssueString—
   24. 247 UnderlyingRedemptionDateLocalMktDate—

       (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

   25. 316 UnderlyingStrikePricePrice—
   26. 941 UnderlyingStrikeCurrencyCurrency—
   27. 317 UnderlyingOptAttributechar—
   28. 436 UnderlyingContractMultiplierfloat—
   29. 435 UnderlyingCouponRatePercentage—
   30. 308 UnderlyingSecurityExchangeExchange—
   31. 306 UnderlyingIssuerString—
   32. 362 EncodedUnderlyingIssuerLenLength—
   33. 363 EncodedUnderlyingIssuerdata—
   34. 307 UnderlyingSecurityDescString—
   35. 364 EncodedUnderlyingSecurityDescLenLength—
   36. 365 EncodedUnderlyingSecurityDescdata—
   37. 877 UnderlyingCPProgramString—
   38. 878 UnderlyingCPRegTypeString—
   39. 318 UnderlyingCurrencyCurrency—

       Specific to the <UnderlyingInstrument> (not in <Instrument>)

   40. 879 UnderlyingQtyQty—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

   41. 810 UnderlyingPxPrice—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

   42. 882 UnderlyingDirtyPricePrice—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

   43. 883 UnderlyingEndPricePrice—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

   44. 884 UnderlyingStartValueAmt—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

   45. 885 UnderlyingCurrentValueAmt—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

   46. 886 UnderlyingEndValueAmt—

       Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

   47. UnderlyingStipulationsRepeating groupCount tag 887—

       Specific to the <UnderlyingInstrument> (not in <Instrument>)

       UnderlyingStipulations definition & usage →

       1. 887 NoUnderlyingStipsGroup count—
       2. 888 UnderlyingStipTypeString—

          Required if NoUnderlyingStips >0

       3. 889 UnderlyingStipValueString—

OrderQtyData definition & usage →

1. 38 OrderQtyQty—

   One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

2. 152 CashOrderQtyQty—

   One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

3. 516 OrderPercentPercentage—

   For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

4. 468 RoundingDirectionchar—

   For CIV - Optional

5. 469 RoundingModulusfloat—

   For CIV - Optional

SpreadOrBenchmarkCurveData definition & usage →

1. 218 SpreadPriceOffset—

   For Fixed Income

2. 220 BenchmarkCurveCurrencyCurrency—
3. 221 BenchmarkCurveNameString—
4. 222 BenchmarkCurvePointString—
5. 662 BenchmarkPricePrice—
6. 663 BenchmarkPriceTypeint—

   Must be present if BenchmarkPrice is used.

7. 699 BenchmarkSecurityIDString—

   The identifier of the benchmark security, e.g. Treasury against Corporate bond.

8. 761 BenchmarkSecurityIDSourceString—

   Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

YieldData definition & usage →

1. 235 YieldTypeString—
2. 236 YieldPercentage—
3. 701 YieldCalcDateLocalMktDate—
4. 696 YieldRedemptionDateLocalMktDate—
5. 697 YieldRedemptionPricePrice—
6. 698 YieldRedemptionPriceTypeint—

PegInstructions definition & usage →

1. 211 PegOffsetValuefloat—

   Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType

2. 835 PegMoveTypeint—

   Describes whether peg is static/fixed or floats

3. 836 PegOffsetTypeint—

   Type of Peg Offset (e.g. price offset, tick offset etc)

4. 837 PegLimitTypeint—

   Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)

5. 838 PegRoundDirectionint—

   If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)

6. 840 PegScopeint—

   The scope of the "related to" price of the peg (e.g. local, global etc)

DiscretionInstructions definition & usage →

1. 388 DiscretionInstchar—

   What the discretionary price is related to (e.g. primary price, display price etc)

2. 389 DiscretionOffsetValuefloat—

   Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType

3. 841 DiscretionMoveTypeint—

   Describes whether discretion price is static/fixed or floats

4. 842 DiscretionOffsetTypeint—

   Type of Discretion Offset (e.g. price offset, tick offset etc)

5. 843 DiscretionLimitTypeint—

   Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)

6. 844 DiscretionRoundDirectionint—

   If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)

7. 846 DiscretionScopeint—

   The scope of "related to" price of the discretion (e.g. local, global etc)

CommissionData definition & usage →

1. 12 CommissionAmt—
2. 13 CommTypechar—
3. 479 CommCurrencyCurrency—

   For CIV - Optional

4. 497 FundRenewWaivchar—

   For CIV - Optional

StandardTrailer definition & usage →

1. 93 SignatureLengthLength—

   Required when trailer contains signature. Note: Not to be included within SecureData field

2. 89 Signaturedata—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)