FIX Gateway

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

Supported Tags

Tag # Field Name Req’d Data type Comments
Component: Standard Header Y 35=G (MsgType)
37 OrderId Y String

Order ID assigned by the third party FIX acceptor

41 OrigClOrdId Y String

Original order ID, equal to the current value of Tag 11 (ClOrdID) of the order that this message modifies

11 ClOrdID Y String New TT order ID
60 TransactTime Y UTCTimestamp Time, in UTC, that the FIX Order Gateway submitted the message
Component: Instrument Y

Instrument associated with this Order Cancel/Replace (G) message

44 Price C Price

Limit price for limit orders

Condition: Sent when Tag 40 (OrdType) is one of the following:

  • 2: Limit
  • 4: Stop Limit
99 StopPx C Price

Trigger price for a stop order

Condition: Sent when Tag 40 (OrdType) is one of the following:

  • 2: Limit
  • 4: Stop Limit
38 OrdQty Y Qty Total order quantity
110 MinQty C Qty

Minimum quantity for a Minimum Volume (MV) order

Condition: Sent for Minimum Volume (MV) orders

1138 DisplayQty C Qty

Quantity to disclose for a disclosed quantity (Iceberg) order

Condition: Sent for disclosed quantity (Iceberg) orders

54 Side Y char

Side of the order

Possible values include:

  • 1: Buy
  • 2: Sell
40 OrdType Y char

Order type

Possible values include:

  • 1: Market
  • 2: Limit
  • 3: Stop
  • 4: Stop Limit
  • 5: Market On Close (MOC)
77 OpenClose Y char

Whether the order opens or closes a position

Possible values include:

  • O: Open
  • C: Close
59 TimeInForce Y char

How long an order remains active

Possible values include:

  • 0: Day (default, if not specified)
  • 1: Good Till Cancel (GTC)
  • 2: At The Opening (OPG)
  • 3: Immediate or Cancel (IOC)
  • 4: Fill Or Kill (FOK)
  • 6: Good Till Date
  • 8: Good in Session (GIS)
432 ExpireDate C LocalMktDate

Date a Good Till Date order expires

Condition: Sent when Tag 59 (TimeInForce) = 6 (Good Till Date)

Component: Trader Y

Information about the trader routing the order

Component: Standard Trailer Y

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.