Cancel/Replace Request
From client to DriveWealth
All new order messages have MsgType<35> = G.
Cancel/Replace requests are used to modify an attribute of a previously sent order. Not all attributes are mutable.
A Cancel/Replace Request does not guarantee that the order can or will be changed. Upon receiving a Cancel/Replace Request, DriveWealth will respond with a Cancel Reject if the request cannot be satisfied.
DriveWealth can optionally send a Pending Replace type Execution Report message back to acknowledge receipt of the request. This setting is not the default handling and must be enabled by DriveWealth.
Once the order is successfully canceled, an Execution Report of type Replaced will be sent.
Supported fields
For descriptions of the below fields that are not described, see New Order - Single.
| Tag | Field name | Req'd | Change eligible | Description |
|---|---|---|---|---|
| 1 | Account | N | N | |
| 11 | ClOrdId | Y | N/A | Must be different from the ClOrdId used in sending the original [New Order - Single]( |
| 21 | HandlInstr | Y | N | |
| 22 | IDSource | N | N | |
| 38 | OrderQty | N | Y | |
| 40 | OrdType | Y | N | |
| 41 | OrigClOrdID | Y | N/A | The ClOrdId used in sending the original [New Order - Single]( |
| 44 | Price | Y | Y | |
| 47 | OrderCapacity | N | N | |
| 48 | SecurityID | N* | N | *Must be set if was set on the original order. |
| 54 | Side | Y | N | |
| 55 | Symbol | N* | N | *Must be set if was set on the original order. |
| 58 | Text | N | N | |
| 59 | TimeInForce | N | N | |
| 60 | TransactTime | Y | N/A | Must represent the Cancel/Replace Request time. |
| 63 | SettlementType | N | N | |
| 65 | SymbolSfx | N* | N | *Must be set if was set on the original order. |
| 99 | StopPx | N | Y | |
| 100 | ExDestination | N | N | |
| 109 | ClientID | N | N | |
| 152 | CashOrderQty | N | N | |
| 336 | TradingSessionID | N | N | |
| 6102 | AlgoStrategy | N | N | |
| 6103 | AlgoStartTime | N | Y | |
| 6104 | AlgoEndTime | N | Y | |
| 6106 | AlgoMaxPercentVol | N | Y |
Updated 28 days ago