Multileg Order Cancel Replace

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

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. F = Lend (a.k.a repo Bid price) G = Borrow (a.k.a. Repo Offer price)
<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: 0 =Day (or session) 1 =Good Till Cancel (GTC) 3 =Immediate Or Cancel (IOC) 4 =Fill Or Kill (FOK) 6 =Good Till Date (GTD)
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:

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

{
  "Header": {
    "MsgType": "AC",
    "MsgSeqNum": "82367465",
    "SenderCompID": "SENDER",
    "TargetCompID": "TARGET",
    "SendingTime": "20220906-22:29:43.729"
  },
  "OrderID": "hdga5542-062j",
  "OrigClOrderID": "gsa62812043-873",
  "ClOrdID": "gsa62812043-878",
  "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": ""
}