Order Cancel/Replace Request (G)
Modify an existing order.
字段
- 标签姓名
Header
要求Y描述Standard header, with 35=G.
- 标签37姓名
OrderId
要求N描述The unique ID of the order, as returned to the client in the Execution Report in the OrderId field (37).
- 标签11姓名
ClOrdID
要求Y描述The unique ID of the order assigned by the client. This ID will replace the previous ClOrdID, which must be specified in OrigClOrdID (41). Notice that the maximum size of this tag is 58 bytes.
- 标签41姓名
OrigClOrdID
要求Y描述The unique ID of the last non-cancelled order assigned by the client. This ID is the one replaced by ClOrdID (11). Notice that the maximum size of this tag is 58 bytes.
- 标签1姓名
Account
要求N描述The same as in the original order.
- 标签55姓名
Symbol
要求Y描述The same as in the original order.
- 标签15姓名
Currency
要求N描述The same as in the original order.
- 标签59姓名
TimeInForce
要求Y描述Supported values: 0 = Day 3 = Immediate or Cancel (IOC) 4 = Fill or Kill (FOK) Servers may implement any subset of these TIF values, but must implement Day (0).
- 标签54姓名
Side
要求Y描述The same as in the original order.
- 标签64姓名
SettlDate
要求N描述The same as in the original order.
- 标签38姓名
OrderQty
要求Y描述The amended quantity of the order in the units specified by the Currency (15).
- 标签40姓名
OrdType
要求Y描述The same as in the original order.
- 标签44姓名
Price
要求N*描述The amended price of the order. (*) Required for limit orders.
- 标签99姓名
StopPx
要求N*描述The amended stop price of the order. (*) Required for stop orders.
- 标签60姓名
TransactTime
要求Y描述The UTCTimestamp of the request from the client.
- 标签110姓名
MinQty
要求N描述The minimum quantity that should be executed, specified in the units of the base currency (15). NOTE: This value is not supported for all use cases.
- 标签58姓名
Text
要求N描述Message
- 标签姓名
Trailer
要求Y
