ORDER CANCEL/REPLACE REQUEST [35=G]
The Order Cancel/Replace Request message amends replaceable fields of working orders. This message supports all strategy types including futures, options, spreads, and multileg strategies.
Prerequisites
- Account must be subscribed before order submission
- Working order must be identified by OrigClOrdID (41) and/or OrderID (37)
- New unique ClOrdID required (12-20 characters)
Replaceable Fields
| Field | Tag | Applicable Order Types |
|---|---|---|
| OrderQty | 38 | All orders |
| Price | 44 | Limit, Stop Limit, Market If Touched |
| StopPx | 99 | Stop, Stop Limit |
| MaxShow | 210 | Iceberg (if exchange supported) |
| TrailingDelta | 10100 | Trailing Stop |
| ActivationValue | 10103 | Activation orders |
Special Operations
Queue Order Activation:
- Set ActivationType (10102) = -1 to activate held/suspended orders
Order Identification:
- API-submitted orders: Use OrigClOrdID (41) of target order
- Frontend-submitted orders: Use OrderID (37) and set OrigClOrdID = OrderID
- Recommended: Always specify both OrigClOrdID and OrderID
Message Specification
Message Direction: Client → T4
| Tag | Field Name | Type | Req'd | Description |
|---|---|---|---|---|
| Message Header | Y | MsgType = G | ||
| 1 | Account | String | Y | Account code |
| 11 | ClOrdID | String | Y | New unique ID for this replace (12-20 chars) |
| 41 | OrigClOrdID | String | Y | Original ClOrdID of target order |
| 37 | OrderID | String | Y | T4-generated ID of target order |
| 48 | SecurityID | String | Y | T4 Market ID |
| 55 | Symbol | String | Y | T4 Contract ID |
| 207 | SecurityExchange | String | Y | T4 Exchange ID |
| 167 | SecurityType | String | Y | FUT, OPT, STK, SYN, BIN |
| 201 | PutOrCall | Int | C | Options only. 0=Put, 1=Call |
| 202 | StrikePrice | Float | C | Options only. Strike price |
| 54 | Side | Char | Y | 0=None, 1=Buy, 2=Sell |
| 38 | OrderQty | Int | Y | Total quantity (includes filled portions) |
| 40 | OrdType | Char | Y | 1=Market, 2=Limit, 3=Stop, 4=Stop Limit, J=MIT |
| 44 | Price | Float | C | Required for Limit, Stop Limit, MIT |
| 99 | StopPx | Float | C | Required for Stop, Stop Limit |
| 59 | TimeInForce | Char | Y | 0=Day, 1=GTC, 3=IOC, 4=FOK |
| 60 | TransactTime | UTCTimestamp | Y | Replace request time |
| 21 | HandlInst | Char | O | 1=Automated private, 2=Automated public, 3=Manual |
| 210 | MaxShow | Int | O | Iceberg visible quantity |
| 77 | OpenClose | Char | O | O=Open, C=Close |
| 200 | MaturityMonthYear | String | O | Format: YYYYMM |
| 204 | CustomerOrFirm | Int | O | 0=Customer, 1=Firm |
| 58 | Text | String | O | Free form text |
| 107 | SecurityDesc | String | O | Security description |
| 1028 | ManualOrderIndicator | Boolean | O | Y=Manual, N=Automated |
| 10100 | TrailingDelta | Float | O | Trailing stop amount |
| 10103 | ActivationValue | String | O | Activation conditions (colon-delimited) |
| Message Trailer | Y |
Sample Messages
Note: Pipe (|) used for readability. Actual FIX messages use SOH (ASCII 01) delimiter.
Replace API-Submitted Order:
8=FIX.4.2|9=250|35=G|49=T4Example|56=T4|50=TraderName|52=20121212-16:43:37.426| 1=Account1|11=fr-634909058174264921|41=fn-634909058088464770| 37=C8D64D65-7FCD-472B-9A55-3E77F404F1BE|48=CME_20121200_ESZ2|55=ES|207=CME_Eq| 167=FUT|54=1|38=1|40=2|44=143025|59=0|21=1|60=20121212-16:43:37.426|204=0|10=123|
Replace Frontend-Submitted Order:
8=FIX.4.2|9=250|35=G|49=T4Example|56=T4|50=TraderName|52=20121212-18:05:57.929| 1=Account1|11=fr-634909107579297721|41=FA657BC9-A1D2-4644-B558-A1155C731DA4| 37=FA657BC9-A1D2-4644-B558-A1155C731DA4|48=CME_20121200_ESZ2|55=ES|207=CME_Eq| 167=FUT|54=1|38=1|40=2|44=143075|59=0|21=1|60=20121212-18:05:57.929|204=0|10=123|
Notes
- Malformed messages rejected with Session Reject (35=3)
- Application errors returned via Order Cancel Reject (35=9)
- Market, Flatten, and Hit orders cannot be replaced
- OCO/AutoOCO orders must be replaced one component at a time
- Previously rejected orders can be replaced using ClOrdID from rejection