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Order Cancel Replace Request

The Order Cancel-Replace Request message (MsgType=G) is used by the Client to amend the replaceable fields of working orders which are Quantities and Prices. A successful order replacement request will result in an execution report with the OrdStatus.

MESSAGE BODY

header required
MsgType G
11 - ClOrdID string required
Unique identifier of the order. The ID can be one of the following formats:
  • Ever-Increasing Positive Numbers : Ever-increasing positive numbers, such as microseconds timestamps, to ensure the uniqueness and sequential nature of the identifiers.
    Example : Using the current microsecond timestamp as the ClOrdID, such as 1623448294234000 (Max 18 characters)
  • Timestamp-First v4 UUIDs : A timestamp-first v4 UUID might look like 1b4e28ba-2fa1-11d2-883f-0016d3cca427, where the initial part (1b4e28ba-2fa1) of the UUID represents the timestamp. The timestamp granularity to generate the first part need to be 10 microseconds maximum such as 162344829423400.
37 - OrderID string required
OrderID to be amended; needs to match the one received on the ExecutionReports.
41 - OrigClordid string required
Reference the Last ClordId used.
54 - Side integer required
Side of the order.
    Possible values:
  • 1 : Buy
  • 2 : Sell
55 - Symbol string required
Pair in the format BASE/QUOTE.
60 - TransactTime string required
Format: YYYYDD-HH:MM:SS.uuu
Time of order cancellation expressed in UTC.
38 - OrderQty float required
Size of the order.
1138 - DisplayQty float
Maximum qty shown in the market at any point in time for iceberg orders.
40 - OrderType char required
The execution model of the order.
    Possible values:
  • 1 : market
  • 2 : Limit
  • 3 : Stop-loss
  • 4 : Stop-loss-limit
  • R : Take-profit
  • T : Take-profit-limit
  • U : Trailing-stop
  • V : Trailing-stop-limit
59 - TimeInForce string required
Time-in-force specifies how long an order remains in effect before being expired.
    Possible values:
  • 1 : GTC (Good till canceled)
  • 3 : IOC (Immediate or Cancel)
  • 6 : GTD (Good till date)
44 - Price float conditional
Condition: OrderType=Limit/Stop-Loss-Limit/Take-Profit-Limit/Trailing-stop-limit
Limit Price of the order to be placed in the Order Book. This field is denominated in Quote Currency.
99 - StopPx float conditional
Condition: OrderType=Stop-Loss/Take-Profit/Stop-Loss-Limit/Trailing-stop/Trailing-stop-limit
Defines the trigger price of the order. This field is denominated in Quote Currency.
1138 - DisplayQty float
Iceberg qty. This will indicate the Qty to show on the book. Only possible on Limit order. The Minimum value is 1 / 15 of order_qty.
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