As known as Order Cancel / Replace Request in FIX
The Amend Order <G>
message is used to amend an existing order.
Tag | Field Name | Data Type | Req’d | Comments |
---|---|---|---|---|
Standard header | Y | MsgType 35=G | ||
11 | ClOrdID | string | Y | Unique identifier of the order as assigned by client. |
41 | OrigClOrdID | string | Y | ClOrdID <11> of the existing order that the amend request want to execute. |
37 | OrderID | string | N | Unique identifier for Order as assigned by the Exchange. |
44 | Price | float | C | Price per unit of quantity (e.g. per 1 BTC coin). Not specified for Market orders (40=1 ). |
38 | OrderQty | float | Y | Quantity to trade. |
40 | OrdType | int | Y | Order type. Valid values:1 - Market2 - Limit |
54 | Side | int | Y | Side of order. Valid values:1 - Buy2 - Sell |
55 | Symbol | string | Y | Currency-pair. |
59 | TimeInForce | int | N | Specifies how long the order remains in effect before its expiry . Valid values:0 - Day1 - Good Till Cancel (GTC)3 - Immediate or Cancel (IOC)4 - Fill or Kill (FOK)6 - Good Till Date (GTD)NOTES: - Exchange will convert to Day automatically if invalid value detected. For market orders, TimeInForce will be ignored. - A Day order will expire after 23:59:59 UTC of the same day it was posted on. |
60 | TransactTime | timestamp | Y | Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx |
110 | MinQty | float | N | Minimum quantity of the order to be executed. |
111 | MaxFloor | float | N | Maximum quantity within the order to be shown on the exchange at any given time. |
453 | NoPartyIDs | int | N | A repeating group (↺) which should contain unique combinations of below tags: PartyID <448> PartyIDSource <447> PartyRole<452> |
↺ 448 | PartyID | string | C | Party identifier/code. It can be an Exchange firm name or user unique identifier that is the same as Tag <1> . e.g. XXXX_GROUP. |
↺ 447 | PartyIDSource | string | N | Identifies class or source of PartyID <448> Valid value: D = Proprietary/Custom code |
↺ 452 | PartyRole | int | N | Identifies the type of PartyID <448> Valid values:1 = Executing Firm12 = Executing Trader |
Standard trailer | Y |