iLink 2 Order Cancel Replace - Tag Value Modification
- CME Group
The following table lists the tag values that client systems may modify and how order priority changes.
Tag | Modification | Effect on Resting Order | Returned Message | Priority Impact |
|---|---|---|---|---|
tag 1-Account | Change account | Updated | Lost | |
tag 11-ClOrdId | Change client order identifier | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained |
tag 38-OrderQty | Increase order size | Updated | Execution Report - Modify Ack (35=8, 39=5) | Lost |
tag 38-OrderQty | Decrease order size | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained |
tag 1031-CustOrderHandlingInst | Change customer handling information | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained |
tag 40-OrdType | Change order type | Updated | Execution Report - Modify Ack (35=8, 39=5) | Lost |
tag 44-Price | Increase price | Updated | Execution Report - Modify Ack (35=8, 39=5) | Lost |
tag 44-Price | Decrease price | Updated | Execution Report - Modify Ack (35=8, 39=5) | Lost |
tag 50-SenderSubID | Change Sender Sub ID | Updated | Maintained | |
tag 54-Side | Change order side | None | N/A | |
tag 55-Symbol | Change group code | None | Execution Report - Modify Ack (35=8, 39=5) Note: Correct (original) tag 55 value is returned. | Maintained |
tag 59-TimeInForce | Change duration of order | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained |
tag 1028-ManualOrderIndicator | Change ATS indicator | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained |
tag 78-NoAllocs tag 79-AllocAccount tag 9707-GiveupFirm tag 9708-AllocAccount | Change Give Up instructions | Updated | Execution Report - Modify Ack (35=8, 39=5) Note: Only tags 78 and 79 are returned. | Maintained |
tag 40-OrdType tag 99-StopPx | Add stop trigger price | Updated | Execution Report - Modify Ack (35=8, 39=5) | Lost |
tag 107-SecurityDesc | Change external instrument name | None | Order Cancel Reject (35=9) | N/A |
tag 59-TimeInForce tag 110=MinQty | Add minimum fill quantity – FOK and FAK | Updated | Execution Report - Modify Ack (35=8, 39=5) | Lost |
tag 167-SecurityType | Change security type | None | Execution Report - Modify Ack (35=8, 39=5) Note: Correct (original) tag 167 value is returned. | Maintained |
tag 204-CustomerOrFirm | Change customer or firm flag | Updated | Execution Report - Modify Ack (35=8, 39=5) Note: Tag 204 is not returned. | Maintained |
tag 210-MaxShow | Increase display quantity | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained New display quantity will be shown on the order book after the display quanity refresh |
tag 210-MaxShow | Decrease display quantity | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained New display quantity will be immediately shown on the order book |
tag 59-TimeInForce tag 432-ExpireDate | Change/add expiry date (GTD) to order | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained |
tag 7928-SelfMatchPreventionID | Change/add SMP ID | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained |
tag 8000-SelfMatchPreventionInstruction | Change/add SMP Instructions | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained |
tag 9702-CTICode | Change CTI Code | Updated | Execution Report - Modify Ack (35=8, 39=5) | Maintained |
tag 9768-OFMOverride | In-Flight Mitigation | Updated Note: The resting order is updated only for first Order Cancel Replace Request. Tag 9768 is ignored for all subsequent Order Cancel Replace Requests. | Execution Report - Modify Ack (35=8, 39=5) Note: Tag 9768 is not returned. | N/A |
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.