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 NameFormatReq'dComments
MsgTypeString✓AC = MultilegOrderCancelReplace
MsgSeqNumSeqNum✓User generated incremental number to allow receiver to identify possible message gaps
SendingTimeUTCTimestamp✓Time of sending this message
OrderIDString✓Identifyer as provided by XCDE in most recent ExecReport
OrigClOrdIDStringUser generated last ClOrdID representing this Order
ClOrdIDStringUser generated Unique identifier of this replacement order
ClOrdLinkIDStringIn case of grouping of Orders e.g. with OCAO
AccountStringXCDE defined account (not in use)
ExecInstCharG = All-or-None. Only supported value
MinQtyQtyUseful to avoid tiny partial fills, Instead of All or None
MatchIncrementQtyIn combination to MinQty to avoid uneconomicaly small executions
SideChar✓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✓
> SymbolString✓Recommended to disambiguate Order
TransactTimeUTCTimestamp✓Time this request was initiated
<OrderQtyData> Component block✓required, if ClOrdLinkID is not filled disabled, if ClOrdLinkID is filled
> OrderQtyQty✓E.g. 125 effectively required…
OrdTypeChar2 = Limit, only supported value
PricePrice✓1.76 effectively required
TimeInForceCharSupported 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)
ExpireDateLocalMktDateConditionally required if TimeInForce = GTD and ExpireTime is not specified.
ExpireTimeUTCTimestampConditionally required if TimeInForce = GTD and ExpireDate is not specified.
TextStringUnessential freeform field to post information
SettlCurrencyString✓
Example message:
 1MsgType: AC
 2MsgSeqNum: 82367465
 3SendingTime: 20220906-22:29:43.729
 4OrderID: hdga5542-062j
 5OrigClOrdID: gsa62812043-873
 6ClOrdID: gsa62812043-878
 7Account: 42119
 8MinQty: 100
 9Side: F
10Instrument
11  Symbol: BTC/USDT-1w-R
12TransactTime: 20220906-22:29:43.122
13OrderQtyData
14  OrderQty: 500
15OrdType: 2
16Price: 6.42
17TimeInForce: 3
18Text
 1{
 2  "Header": {
 3    "MsgType": "AC",
 4    "MsgSeqNum": "82367465",
 5    "SenderCompID": "SENDER",
 6    "TargetCompID": "TARGET",
 7    "SendingTime": "20220906-22:29:43.729"
 8  },
 9  "OrderID": "hdga5542-062j",
10  "OrigClOrderID": "gsa62812043-873",
11  "ClOrdID": "gsa62812043-878",
12  "MinQty": "100",
13  "Side": "F",
14  "Instrument": {
15    "Symbol": "BTC/USDT-1w-R"
16  },
17  "TransactTime": "20220906-22:29:43.122",
18  "OrderQtyData": {
19    "OrderQty": "500"
20  },
21  "OrdType": "2",
22  "Price": "6.42",
23  "TimeInForce": "3",
24  "Text": ""
25}