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Order Modification: Use the MultilegOrderCancelReplaceRequest message (a.k.a MultilegOrder Modification Request) (MsgType=AC) to modify Repo Orders.
Message format
Field Name | Format | Req'd | Comments | ||
|---|---|---|---|---|---|
MsgType | String | ✓ | AC = MultilegOrderCancelReplace | ||
MsgSeqNum | SeqNum | ✓ | User generated incremental number to allow receiver to identify possible message gaps | ||
SendingTime | UTCTimestamp | ✓ | Time of sending this message | ||
OrderID | String | ✓ | Identifyer as provided by XCDE in most recent ExecReport | ||
OrigClOrdID | String | User generated last ClOrdID representing this Order | |||
ClOrdID | String | User generated Unique identifier of this replacement order | |||
ClOrdLinkID | String | In case of grouping of Orders e.g. with OCAO | |||
Account | String | XCDE defined account (not in use) | |||
ExecInst | Char | G = All-or-None. Only supported value | |||
MinQty | Qty | Useful to avoid tiny partial fills, Instead of All or None | |||
MatchIncrement | Qty | In combination to MinQty to avoid uneconomicaly small executions | |||
Side | Char | ✓ | Identifies Near_Leg direction for Base currency. | ||
<Instrument> Component block | ✓ | ||||
> | Symbol | String | ✓ | Recommended to disambiguate Order | |
TransactTime | UTCTimestamp | ✓ | Time this request was initiated | ||
<OrderQtyData> Component block | ✓ | required, if ClOrdLinkID is not filled disabled, if ClOrdLinkID is filled | |||
> | OrderQty | Qty | ✓ | E.g. 125 effectively required… | |
OrdType | Char | ✓ | 2 = Limit, only supported value | ||
Price | Price | ✓ | 1.76 effectively required | ||
TimeInForce | Char | Supported values: | |||
ExpireDate | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | |||
ExpireTime | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | |||
Text | String | Unessential freeform field to post information | |||
SettlCurrency | String | ✓ | |||
Example message:
| Code Block |
|---|
MsgType: AC MsgSeqNum: 82367465 SendingTime: 20220906-22:29:43.729 OrderID: hdga5542-062j OrigClOrdID: gsa62812043-873 ClOrdID: gsa62812043-878 Account: 42119 MinQty: 100 Side: F Instrument Symbol: BTC/USDT-1w-R TransactTime: 20220906-22:29:43.122 OrderQtyData OrderQty: 500 OrdType: 2 Price: 6.42 TimeInForce: 3 Text |
| Code Block | ||
|---|---|---|
| ||
{
"Header": {
"MsgType": "AC",
"MsgSeqNum": "82367465",
"SenderCompID": "SENDER",
"TargetCompID": "TARGET",
"SendingTime": "20220906-22:29:43.729"
},
"OrderID": "hdga5542-062j",
"OrigClOrderID": "gsa62812043-873",
"ClOrdID": "gsa62812043-878",
"Account": "42119",
"MinQty": "100",
"Side": "F",
"Instrument": {
"Symbol": "BTC/USDT-1w-R"
},
"TransactTime": "20220906-22:29:43.122",
"OrderQtyData": {
"OrderQty": "500"
},
"OrdType": "2",
"Price": "6.42",
"TimeInForce": "3",
"Text": ""
} |