Order Cancel/Replace Request (35=G)

Tag	Field Name	Req’d	Type	Comments
Header 8 BeginString Y String Identifies beginning of new message and contains FIX protocol version. Always first field in message. Value must be set to FIX.4.2 or FIX.4.4 9 BodyLength Y Int Number of bytes in message body. 35 MsgType Y String Identifies FIX message type. 34 MsgSeqNum Y Int Message sequence number 43 PossDupFlag C Boolean Indicates possible retransmission of message with this sequence number Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. Valid values: - Y: Possible duplicate - N: Original transmission 49 SenderCompID Y String(32) Trader logon name 50 SenderSubID N String Identifies specific message originator If present, will be sent to exchange as-is (where applicable) 52 SendingTime Y UTC Timestamp Time of message transmission 56 TargetCompID Y String(32) Identifies entity receiving the message. Not validated by server. 116 OnBehalfOfSubID N String(32) Trading partner SubID used when delivering messages via a third party. 122 OrigSendingTime C UTCTimestamp Original time of message transmission when transmitting orders as the result of a resend request. Always required for messages resent as a result of a ResendRequest. If data is not available set to same value as SendingTime 129 DeliverToSubID N String(32) Trading partner SubID used when delivering messages via a third party. 142 SenderLocationID N String(32) Identifies specific message originator’s location (i.e. geographic location and/or desk, trader) If present, will be sent to exchange as-is (where applicable)
11	ClOrdID	Y	String	Order identifier assigned by client
41	OrigClOrdID	N	String	Original Order identifier previously sent in ClOrdID(11)
37	OrderID	Y	String	Order identifier assigned by server
60	TransactTime	Y	UTCTimestamp	Time of order creation
Instrument When sending the instrument component block in a FIX client request, you can specify the instrument in any of the following methods: By Security ID By Security Alt ID By Security name These methods can be used as follows: You can use the security ID method for all cases. You can only use the security Alt ID method for contracts for which the exchange populates Tag 455 (SecurityAltID). You can use the security name method for all contracts on all exchanges with the following exceptions. Note that you cannot use the security name method for ICE contracts that use daily, weekly, variable, and undefined delivery terms. Tag Field Name Req’d Type Comments 48 SecurityID Y String ID of the instrument Note The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the QST platform. 22 IDSource Y String Source for the value of tag 48 (SecurityID) 8: Exchange symbol 96: QST internal instrument id 97: Alias 98: Name X: Series key 207 SecurityExchange C Exchange Name of the market where the instrument trades. QST FIX uses this value to identify the exchange that offers the security. Possible values include: CME ICE Condition: Required when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name). 100 ExDestination C Exchange Market Identifier Code (MIC) of the sub-market where the instrument trades. Execution destination for the order as defined by the institution Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange. ISO 10383 defines a comprehensive list of MIC codes. Condition: Required when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name). 55 Symbol Y String Exchange-provided product symbol for the tradable product. Note For those exchanges that support alternate security ID (sometimes called aliases), client applications can use Tag 455 (SecurityAltID) to specify its alternate security ID. As instruments on different exchanges can share the same value for SecurityAltID, including SecurityExchange creates a unique identifier for each instrument. Tag Field Name Req’d Type Comments 207 SecurityExchange C Exchange Name of the market where the instrument trades. QST FIX uses this value to identify the exchange that offers the security. Possible values include: CME ICE Condition: Required when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name). 100 ExDestination C Exchange Market Identifier Code (MIC) of the sub-market where the instrument trades. Execution destination for the order as defined by the institution Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange. ISO 10383 defines a comprehensive list of MIC codes. Condition: Required when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name). 454 NoSecurityAltID Y NumInGroup Number of alternate security IDs in this repeating group 455 SecurityAltID Y String Alternate ID for an instrument or security, typically for display purposes. 456 SecurityAltIDSource Y String Alternate ID for an instrument or security Possible values include: 8: Exchange security ID 97: Alias 98: Name 99: Other Note 99 (Other) is the QST internal symbol representation of the instrument. 55 Symbol Y String Exchange-provided product symbol for the tradable product. 167 SecurityType Y String Asset class of the instrument. Possible values include: FUT: future MLEG: multi-leg OPT: option Note You can also identify instruments by specifying its name and characteristics. You might use this method if your application or business practices do not use security IDs. Tag Field Name Req’d Type Comments 207 SecurityExchange C Exchange Name of the market where the instrument trades. QST FIX uses this value to identify the exchange that offers the security. Possible values include: CME ICE Condition: Required when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name). 100 ExDestination C Exchange Market Identifier Code (MIC) of the sub-market where the instrument trades. Execution destination for the order as defined by the institution Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange. ISO 10383 defines a comprehensive list of MIC codes. Condition: Required when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name). 55 Symbol Y String Exchange-provided product symbol for the tradable product. Condition: Not used when Tag 167 (SecurityType)=MLEG. 167 SecurityType Y String Asset class of the instrument. Possible values include: FUT: future MLEG: multi-leg OPT: option 200 MaturityMonthYear C MonthYear Month and year the instrument reaches maturity in the format YYYYMM. Condition: Required when Tag 167 (SecurityType) is not MLEG Note If included, tag 541 (MaturityDate) will override this tag. 541 MaturityDate C LocalMktDate Maturity date in format YYYYMMDD. Required when Tag 167 (SecurityType) is not MLEG .. note:: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified. 205 MaturityDay C DayOfMonth Day of expiration for the instrument. QST FIX uses this value and Tag 200 (MaturityMonthYear) to specify the maturity date when Tag 167 (SecurityType) is not MLEG. Required when multiple contracts exist for the same month Note If included, tag 541 (MaturityDate) will override this tag. 201 PutOrCall C int Whether this is a put or call option Required when Tag 167 (SecurityType) is OPT Possible values include: 0: Put 1: Call 202 StrikePrice C Price Strike price for an option Required when Tag 167 (SecurityType) is OPT
44	Price	C	Price	Limit price. Required when OrdType(40) is: 2: Limit 4: Stop-Limit
99	StopPx	C	Price	Stop price. Required when OrdType(40) is: 3: Stop 4: Stop-Limit
38	OrdQty	Y	Qty	Total order quantity
110	MinQty	N	Qty	Minimum quantity to be executed
1138	DisplayQty	N	Qty	Disclosed quantity. Used for iceberg orders
54	Side	Y	Char	Order side 1: Buy 2: Sell
40	OrdType	Y	Char	Order type 1: Market 2: Limit 3: Stop 4: StopLimit K: Market with Leftover as Limit
77	OpenClose	N	Char	Indicates whether the order opens or closes a position. Possible values: O: Open (default if not specified) C: Close
59	TimeInForce	Y	Char	Order lifetime 0: Day 1: Good till cancel 3: Immediate or cancel 4: Fill or kill 6: Good till date
432	ExpireDate	C	LocalMktDate	Required when TimeInForce(59) = 6(Good till date)
1028	ManualOrderIndicator	N	Boolean	Y: Manual N: Automated
1	Account	Y	String	Client account
528	OrderCapacity	N	Char	Capacity of the firm placing the order. A: Agency P: Principal R: Riskless Principal
582	CustOrderCapacity	N	Int	Capacity of customer placing the order. 1: Member trading for own account 2: Clearing Firm trading for its proprietary account 3: Member trading for another member 4: All other
7928	SMPID	N	String	Indentifier registered at the exchange, assigned to entities having common ownership.
8000	SMPAction	N	Int	Action requested on orders with the same SMPID. 1: Cancel resting 2: Cancel aggressing
58	Text	N	String	Optional free text associated with the order record. Not sent to the exchange.
Trailer 10 Checksum Y String Three byte checksum. This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).