====== 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