ORDER CANCEL/REPLACE REQUEST [35=G]

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

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