developers:fixapi.cancelreplacerequest

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developers:fixapi.cancelreplacerequest [2025/08/13 13:55] – created robdevelopers:fixapi.cancelreplacerequest [2025/08/13 13:57] (current) – rob
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 | Standard Trailer | Y | | | Standard Trailer | Y | |
  
 +
 +Sample Messages
 +
 +Replacing a Working Order entered through the T4 FIX API
 +
 +<code>
 +[FIXCANCELREPLACE] 34=121|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|54=1|38=1|40=2|44=143025|59=0|167=FUT|21=1|60=20121212-16:43:37.426|204=0|
 +
 +[MsgSeqNum] 34 = 121
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = TraderName
 +[SendingTime] 52 = 20121212-16:43:37.426
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fr-634909058174264921
 +[OrigClOrdID] 41 = fn-634909058088464770
 +[OrderID] 37 = C8D64D65-7FCD-472B-9A55-3E77F404F1BE
 +[SecurityID] 48 = CME_20121200_ESZ2
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[Side] 54 = 1 (BUY)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 143025
 +[TimeInForce] 59 = 0 (DAY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[TransactTime] 60 = 20121212-16:43:37.426
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +
 +[fixexecutionreport] 34=5702|49=T4|56=T4Example|50=T4FIX|52=20121212-16:43:37.457|143=US,IL|1=Account1|11=fr-634909058174264921|41=fn-634909058088464770|17=48187.71332576498_ESZ2.63490905838440000012.1.C8D64D65|150=5|37=C8D64D65-7FCD-472B-9A55-3E77F404F1BE|39=5|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|200=201212|59=0|107=E-mini S&P 500 Dec12|54=1|167=FUT|38=1|40=2|44=143025|60=20121212-16:43:58.440|
 +
 +[MsgSeqNum] 34 = 5702
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20121212-16:43:37.457
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fr-634909058174264921
 +[OrigClOrdID] 41 = fn-634909058088464770
 +[ExecID] 17 = 48187.71332576498_ESZ2.63490905838440000012.1.C8D64D65
 +[ExecType] 150 = 5 (REPLACE)
 +[OrderID] 37 = C8D64D65-7FCD-472B-9A55-3E77F404F1BE
 +[OrdStatus] 39 = 5 (REPLACED)
 +[SecurityID] 48 = CME_20121200_ESZ2
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[MaturityMonthYear] 200 = 201212
 +[TimeInForce] 59 = 0 (DAY)
 +[SecurityDesc] 107 = E-mini S&P 500 Dec12
 +[Side] 54 = 1 (BUY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 143025
 +[TransactTime] 60 = 20121212-16:43:58.440
 +</code>
 +
 +Replacing a Working Order entered through the CTS Front-end
 +<code>
 +
 +[FIXCANCELREPLACE] 34=6|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|54=1|38=1|40=2|44=143075|59=0|167=FUT|21=1|60=20121212-18:05:57.929|204=0|
 +
 +[MsgSeqNum] 34 = 6
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = TraderName
 +[SendingTime] 52 = 20121212-18:05:57.929
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fr-634909107579297721
 +[OrigClOrdID] 41 = FA657BC9-A1D2-4644-B558-A1155C731DA4
 +[OrderID] 37 = FA657BC9-A1D2-4644-B558-A1155C731DA4
 +[SecurityID] 48 = CME_20121200_ESZ2
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[Side] 54 = 1 (BUY)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 143075
 +[TimeInForce] 59 = 0 (DAY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[TransactTime] 60 = 20121212-18:05:57.929
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +
 +[fixexecutionreport] 34=236|49=T4|56=T4Example|50=T4FIX|52=20121212-18:05:58.023|143=US,IL|1=Account1|11=fr-634909107579297721|17=48199.71332626389_ESZ2.63490910779020000012.1.FA657BC9|150=5|37=FA657BC9-A1D2-4644-B558-A1155C731DA4|39=5|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|200=201212|59=0|107=E-mini S&P 500 Dec12|54=1|167=FUT|38=1|40=2|44=143075|60=20121212-18:06:19.020|
 +
 +[MsgSeqNum] 34 = 236
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20121212-18:05:58.023
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fr-634909107579297721
 +[ExecID] 17 = 48199.71332626389_ESZ2.63490910779020000012.1.FA657BC9
 +[ExecType] 150 = 5 (REPLACE)
 +[OrderID] 37 = FA657BC9-A1D2-4644-B558-A1155C731DA4
 +[OrdStatus] 39 = 5 (REPLACED)
 +[SecurityID] 48 = CME_20121200_ESZ2
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[MaturityMonthYear] 200 = 201212
 +[TimeInForce] 59 = 0 (DAY)
 +[SecurityDesc] 107 = E-mini S&P 500 Dec12
 +[Side] 54 = 1 (BUY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 143075
 +[TransactTime] 60 = 20121212-18:06:19.020
 +</code>
 +
 +[[developers:legacy_fix_api|T4 FIX API Home]]
  • developers/fixapi.cancelreplacerequest.1755093342.txt.gz
  • Last modified: 2025/08/13 13:55
  • by rob