Tag | Field Name | AbbrName | Req'd | Comments | ||
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StandardHeader | Hdr | Yes | MsgType = F |
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41 | OrigClOrdID | OrigClOrdID | ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID |
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37 | OrderID | OrdID | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). |
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11 | ClOrdID | ClOrdID | Yes | Unique ID of cancel request as assigned by the institution. |
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526 | SecondaryClOrdID | ClOrdID2 | ||||
583 | ClOrdLinkID | ClOrdLinkID | ||||
66 | ListID | ListID | Required for List Orders |
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586 | OrigOrdModTime | OrigOrdModTm | ||||
1 | Account | Acct | ||||
660 | AcctIDSource | AcctIDSrc | ||||
581 | AccountType | AcctTyp | ||||
Parties | Pty | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
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Instrument | Instrmt | Yes | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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FinancingDetails | FinDetls | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order |
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UndInstrmtGrp | Undly | Number of underlyings |
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54 | Side | Side | Yes | |||
60 | TransactTime | TxnTm | Yes | Time this order request was initiated/released by the trader or trading system. |
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OrderQtyData | OrdQty | Yes | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) |
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376 | ComplianceID | ComplianceID | ||||
58 | Text | Txt | ||||
354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText field is specified and must immediately precede it. |
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355 | EncodedText | EncTxt | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
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StandardTrailer | Trlr | Yes |