iLink 3 Order Cancel Replace - Tag Value Modification
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 1693-PartyDetailRole=24 (customer account) | Change account | Updated | Lost | |
tag 11-ClOrdId | Change client order identifier | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 38-OrderQty | Increase order size | Updated | Execution Report - Modify (35=8, 39=5) | Lost |
tag 38-OrderQty | Decrease order size | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 1031-CustOrderHandlingInst | Change customer handling information | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 40-OrdType | Change order type | Updated | Execution Report - Modify (35=8, 39=5) | Lost |
tag 44-Price | Increase price | Updated | Execution Report - Modify (35=8, 39=5) | Lost |
tag 44-Price | Decrease price | Updated | Execution Report - Modify (35=8, 39=5) | Lost |
tag 54-Side | Change order side | None | N/A | |
tag 59-TimeInForce | Change duration of order | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 5392-SenderID | Change Sender ID | Updates | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 1028-ManualOrderIndicator | Change ATS indicator | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 1693-PartyDetailRole=1000 (take up account) tag 1693-PartyDetailRole=96 (take up firm) tag 9708-AllocAccount | Change Give Up instructions | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 40-OrdType tag 99-StopPx | Add stop trigger price | Updated | Execution Report - Modify (35=8, 39=5) | Lost |
tag 48-SecuirtyID | 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 (35=8, 39=5) | Lost |
tag 167-SecurityType | Change security type | None | Execution Report - Modify (35=8, 39=5) Note: Correct (original) tag 167 value is returned. | Maintained |
tag 1816-ClearingAccountType | Change customer or firm flag | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 1138-DisplayQty | Change/add display quantity | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 59-TimeInForce tag 432-ExpireDate | Change/add expiry date (GTD) to order | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 2362-SelfMatchPreventionID | Change/add SMP ID | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 8000-SelfMatchPreventionInstruction | Change/add SMP Instructions | Updated | Execution Report - Modify (35=8, 39=5) | Maintained |
tag 582-CustOrderCapacity | Change CTI Code | Updated | Execution Report - Modify (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 (35=8, 39=5) Note: Tag 9768 is not returned. | N/A |
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