Order Cancel/Replace Request (G) Message
Purpose
Used to change an existing order
Message Direction
From the TT FIX Order Gateway to a third-party FIX acceptor
Using the FIX Tag Directory
- Context – Select to filter by context (e.g., “Order routing, FIX client to TT FIX”, “Request by security ID”, “TT Premium Order Types”). Only tags available for the selected context will be displayed.
- Show Comments – Select to display text in the Comments column of the table. Clear to display a condensed table without text in the Comments column.
- Flat tag list – Select to display all tags for the selected context in one list. Clear to display all tags for the selected context separated by component (e.g., Header, Instrument, Parties)
An asterisk (*) on the tag number button indicates that it appears in the table more than once for the selected context.
| Tag | Name | Type | Required | Comments | |||||
|---|---|---|---|---|---|---|---|---|---|
| Header | Y | For additional information about this component group, consult the documentation. 35=G (MsgType) | |||||||
| 37 | OrderID | STRING | Y | Order ID assigned by the third-party FIX acceptor | |||||
| 41 | OrigClOrdID | STRING | Y | Original order ID. Equal to the current value of Tag 11 (ClOrdID) of the order that this message modifies. | |||||
| 11 | ClOrdID | STRING | Y | TT order ID | |||||
| 60 | TransactTime | UTCTIMESTAMP | Y | Time, in UTC, that the FIX Order Gateway submitted the message | |||||
| Instrument | Y | Instrument associated with this message. For additional information about this component group, consult the full documentation. | |||||||
| 44 | Price | PRICE | C Sent when Tag 40 (OrdType) is one of the following:
| Limit price for limit orders | |||||
| 99 | StopPx | PRICE | C Sent when Tag 40 (OrdType) is one of the following:
| Trigger price for a stop order. | |||||
| 38 | OrderQty | QTY | Y | Total order quantity | |||||
| 110 | MinQty | QTY | C Sent for Minimum Volume (MV) orders | Minimum quantity for a Minimum Volume (MV) order | |||||
| 1138 | DisplayQty | QTY | C Sent for disclosed quantity (Iceberg) orders | Quantity to disclose for a disclosed quantity (Iceberg) order | |||||
| 54 | Side | CHAR | Y | Side of the order Possible values include:
| |||||
| 40 | OrdType | CHAR | Y | Order type Possible values include:
| |||||
| 77 | OpenClose | CHAR | Y | Whether the order opens or closes a position Possible values:
| |||||
| 59 | TimeInForce | CHAR | Y | How long an order remains active Possible values :
| |||||
| 432 | ExpireDate | LOCALMKTDATE | C Sent when Tag 59 (TimeInForce) = 6 (Good Till Date) | Date a Good Till Date order expires | |||||
| 18233 | BrokerRoute | STRING | N | This tag will be populated only on FIX Order Gateway orders, and only if a value is defined for the ‘Route’ parameter under a FIX Order Gateway connection in TTUS. | |||||
| Trader | Y | Trader information associated with this Execution Report For additional information about this component group, consult the full documentation. | |||||||
| Trailer | Y | For additional information about this component group, consult the full documentation. | |||||||
| |||||||||
Message Notes
The Order Cancel Replace Request (G) message is used by the TT FIX Order Gateway to make changes to a previously submitted order.