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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

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

✓

>

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

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",
  "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": ""
}

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