EBS Ai Order Amend Request
Tag 35-MsgType=G
Tag | Tag Name | Req | Enumeration | Description |
|---|---|---|---|---|
35=G | ||||
11 | ClOrdID | Y | Identifier for the Amend request as assigned by the Ai Client (Request ID), which should be unique. This identifier will be used in the ClOrdID tag of the:
| |
41 | OrigClOrdID | Y | Client order ID associated with the order chain. Cannot be amended. | |
37 | OrderID | N | Unique identifier for Order as assigned by the EBS Trading System. References order to be cancelled | |
54 | Side | Y | 1 = Buy (Bid) 2 = Sell (Offer) | |
40 | OrdType | Y | 2 = Limit | |
59 | TimeInForce | Y | 1 = Good ‘til Cancelled (Quote) 3 = Immediate or Cancel (Hit) 4 = Fill or Kill | Orders for Market pairs with a TimeInForce of Fill or Kill (4) will only initiate a match attempt if liquidity exists to fully fill the order. However, these orders are not guaranteed to be fully filled as a match attempt may fail due to a change in available liquidity or insufficient credit at match time. Orders for Direct pairs with a TimeInForce of Fill or Kill (4) will either be filled in its entirety, by a single LP, for the submitted full amount price or it will miss completely. If OrdType = “Z” TimeInForce must=1 |
44 | Price | N | Price per unit of quantity. The price must be included on all orders except when MarketSegmentID = “Fixing”. | |
38 | OrderQty | Y | The notional amount of the Order. Specifies local currency quantity to transact 1 unit of the base currency. (Local currency is sometimes referred to as term currency). For metals, the unit is ounces. | |
1138 | DisplayQty | N | The initial display amount of an iceberg order. For Iceberg orders, the Order Quantity is a total of the Display Quantity plus the implicit hidden amount. | |
20109 | PriceDiscretion | N | For Market pairs - discretionary offset to the price on the order. Offset is added to a bid indicating the highest price the trader will accept. Offset is subtracted from an offer indicating the lowest price the trader will accept. This attribute has the same precision as the price. | |
55 | Symbol | Y | Base/Local = Instrument symbol. e.g., EUR/USD | |
60 | TransactTime | Y | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT"). Required by the FIX protocol. The Ai Server does not use or validate the contents of this tag. Granularity up to picoseconds as defined by FPL EP 206 is supported. | |
64 | SettlDate | N | Required if SettlType = B This tag will contain the Fixed Date NDF settlement date. The date format is YYYYMMDD | |
461 | CFICode | Y | RCSXXX T FFCNNO | RCSXXX = SPOT FFCNNO = NDF |
63 | SettlType | Y | 0 = SPOT Dx, Wx, Mx, Yx = NDF, where: Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 B = Fixed Date tenor for Fixed Date NDFs only. The Settlement Date will be provided in tag 64, SettlDate. | Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. R |
1300 | MarketSegmentID | N |
| Identifies the type of order book in which the instrument is traded. Required when OrdType = “Z”, Fixing Order. For Spot (CFICode = RCSXXX) – “Standard” (default = Standard) For NDF (CFICode = FFCNNO) – “Standard” (default = Standard) |
20107 | ValuationDateTime | N | Date and time of the Fixing, provided in the Trading Session List message. Required when OrdType = “Z”, Fixing Order. | |
453 | NoPartyIDs | C | Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries. 448, 447, and 452 are required on each occurrence when NoPartyIDs is present. Required for MiFID regulated instruments. | |
→448 | PartyID | Y | Identifier of the party. Up to 10 alphanumeric characters may be provided for a short code. Special characters are not supported. Required when NoPartyIDs > 0 | |
→447 | PartyIDSource | Y | P | Identifies the source of PartyID value. Always: ‘P’ - Short code of MiFID decision maker . Required when NoPartyIDs > 0 |
→452 | PartyRole | Y | 1012 = Executing decision maker of New Order Single (short code). 122 = Investment decision maker of New Order Single (short code). | Required when NoPartyIDs > 0 |
2593 | NoOrderAttributes | C | Number of name/value attributes which follow. Required for MiFID regulated instruments. | |
→2594 | OrderAttributeTYpe | Y | 2 = Liquidity Provision Flag (not applicable for IOC) 4 = Algorithmic Order Flag | Required if NoOrderAttributes > 0 |
→2595 | OrderAttributeValue | Y | Either “Y” or “N | The value associated with the order attribute type specified in OrderAttributeType(2594) Required if NoOrderAttributes > 0 |
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.