fix协议介绍11-修改订单（OrderCacelReplaceRequest）

FIX.5.0SP2 Message

OrderCancelReplaceRequest [type 'G']

<OrdCxlRplcReq>

The order cancel/replace request is used to change the parameters of an existing order.

Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose.

Added  FIX.2.7

Expand Components | Collapse Components

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

Component

StandardHeader

BaseHeader

MsgType = G

37

OrderID

@OrdID

Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).

Component

Parties

Pty

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

	229	TradeOriginationDate	@OrignDt
	75	TradeDate	@TrdDt
	41	OrigClOrdID	@OrigID		ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID
	11	ClOrdID	@ID		Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
	526	SecondaryClOrdID	@ID2
	583	ClOrdLinkID	@LnkID
	66	ListID	@ListID		Required for List Orders
	586	OrigOrdModTime	@OrigOrdModTm		TransactTime of the last state change that occurred to the original order
	1	Account	@Acct
	660	AcctIDSource	@AcctIDSrc
	581	AccountType	@AcctTyp
	589	DayBookingInst	@DayBkngInst
	590	BookingUnit	@BkngUnit
	591	PreallocMethod	@PreallocMeth
	70	AllocID	@AllocID		Used to assign an overall allocation id to the block of preallocations

Component

PreAllocGrp

PreAll

Number of repeating groups for pre-trade allocation

	63	SettlType	@SettlTyp		For NDFs either SettlType or SettlDate should be specified.
	64	SettlDate	@SettlDt		Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified.
	544	CashMargin	@CshMgn
	635	ClearingFeeIndicator	@ClrFeeInd
	21	HandlInst	@HandlInst
	18	ExecInst	@ExecInst		Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
	110	MinQty	@MinQty
	1089	MatchIncrement	@MtchInc
	1090	MaxPriceLevels	@MxPxLvls

Component

DisplayInstruction

DsplyInstr

Insert here the set of "DisplayInstruction" fields defined in "common components of application messages"

	111	MaxFloor	@MaxFloor			FIX.5.0
	100	ExDestination	@ExDest
	1133	ExDestinationIDSource	@ExDestIDSrc

Component

TrdgSesGrp

TrdSes

Specifies the number of repeating TradingSessionIDs

Component

Instrument

Instrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order

Component

FinancingDetails

FinDetls

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order

Component

UndInstrmtGrp

Undly

Number of underlyings

	54	Side	@Side		Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
	60	TransactTime	@TxnTm		Time this order request was initiated/released by the trader or trading system.
	854	QtyType	@QtyTyp

Component

OrderQtyData

OrdQty

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)

	40	OrdType	@Typ
	423	PriceType	@PxTyp
	44	Price	@Px		Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
	1092	PriceProtectionScope	@PxPrtScp
	99	StopPx	@StopPx		Required for OrdType = "Stop" or OrdType = "Stop limit".

Component

TriggeringInstruction

TrgrInstr

Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"

Component

SpreadOrBenchmarkCurveData

SprdBnchmkCurve

Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

Component

YieldData

Yield

Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

Component

PegInstructions

PegInstr

Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"

Component

DiscretionInstructions

DiscInstr

Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"

847

TargetStrategy

@TgtStrategy

The target strategy of the order

Component

StrategyParametersGrp

StrtPrmGrp

Strategy parameter block

	848	TargetStrategyParameters	@TgtStrategyParameters		For further specification of the TargetStrategy	FIX.5.0
	849	ParticipationRate	@ParticipationRt		Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)	FIX.5.0
	376	ComplianceID	@ComplianceID
	377	SolicitedFlag	@SolFlag
	15	Currency	@Ccy		Must match original order.
	59	TimeInForce	@TmInForce		Absence of this field indicates Day order
	168	EffectiveTime	@EfctvTm		Can specify the time at which the order should be considered valid
	432	ExpireDate	@ExpireDt		Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
	126	ExpireTime	@ExpireTm		Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
	427	GTBookingInst	@GTBkngInst		States whether executions are booked out or accumulated on a partially filled GT order

Component

CommissionData

Comm

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"

	528	OrderCapacity	@Cpcty
	529	OrderRestrictions	@Rstctions
	1091	PreTradeAnonymity	@PrTrdAnon
	582	CustOrderCapacity	@CustCpcty
	121	ForexReq	@ForexReq		Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
	120	SettlCurrency	@SettlCcy		Required if ForexReq=Y. Required for NDFs.
	775	BookingType	@BkngTyp		Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
	58	Text	@Txt
	354	EncodedTextLen	@EncTxtLen		Must be set if EncodedText field is specified and must immediately precede it.
	355	EncodedText	@EncTxt		Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
	193	SettlDate2	@SettlDt2		Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.	FIX.5.0
	192	OrderQty2	@Qty2		Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.	FIX.5.0
	640	Price2	@Px2		Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap.	FIX.5.0
	77	PositionEffect	@PosEfct		For use in derivatives omnibus accounting
	203	CoveredOrUncovered	@Covered		For use with derivatives, such as options
	210	MaxShow	@MaxShow			FIX.5.0
	114	LocateReqd	@LocReqd		Required for short sell orders
	480	CancellationRights	@CxllationRights		For CIV - Optional
	481	MoneyLaunderingStatus	@MnyLaunderingStat
	513	RegistID	@RegistID		Reference to Registration Instructions message for this Order.
	494	Designation	@Designation		Supplementary registration information for this Order
	1028	ManualOrderIndicator	@ManOrdInd
	1029	CustDirectedOrder	@CustDrctdOrd
	1030	ReceivedDeptID	@RcvdDptID
	1031	CustOrderHandlingInst	@CustOrdHdlInst
	1032	OrderHandlingInstSource	@OrdHndlInstSrc

Component

TrdRegTimestamps

TrdRegTS

Component

StandardTrailer

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消息实现：

package cs.mina.codec.msg;

import java.util.HashSet;
import java.util.List;
import java.util.Set;

import cs.mina.exception.InValidDataException;

/*
 *@author(huangxiaoping)
 *@date 2013-11-29
 */
public class OrderCancelReplaceRequestMsg extends BaseMsg {
	private Tag clOrdID=new Tag("11","String",true);
	private Tag parties=new PartiesTag(false);
	private Tag instrument=new InstrumentTag(true);
	private Tag transactTime=new Tag("60","UTCTimestamp",true);
	private Tag side=new Tag("54","char",true);
	private Tag ordType=new Tag("40","char",true);
	private Tag price=new Tag("44","Price",false);
	private Tag orderQtyData=new OrderQtyDataTag(true);
	private Tag timeInForce=new Tag("59","char",false);
	private Tag positionEffect=new Tag("77","char",false);
	private Tag orderRestrictions=new Tag("529","MultipleCharValue",false);
	private Tag maxPriceLevels=new Tag("1090","int",false);
	private Tag orderCapacity=new Tag("528","char",false);
	private Tag text=new Tag("58","String",false);
	private Tag execInst=new Tag("18","MultipleCharValue",false);
	private Tag disclosureInstructionGrp=new DisclosureInstructionGrpTag(false);
	private Tag orderID=new Tag("37","String",false);
	private Tag origClOrdID=new Tag("41","String",false);
	
	private Set<String> tagIdsSet=new HashSet<String>();
	public OrderCancelReplaceRequestMsg(){
		this.getHeadEntity().getMsgType().setTagValue("G");
		tagIdsSet.add("11");
		tagIdsSet.add("60");
		tagIdsSet.add("54");
		tagIdsSet.add("40");
		tagIdsSet.add("44");
		tagIdsSet.add("59");
		tagIdsSet.add("77");
		tagIdsSet.add("529");
		tagIdsSet.add("1090");
		tagIdsSet.add("528");
		tagIdsSet.add("58");
		tagIdsSet.add("18");
		tagIdsSet.add("37");
		tagIdsSet.add("41");
		this.bodyEntity.getBodyTagList().add(clOrdID);
		this.bodyEntity.getBodyTagList().add(parties);
		this.bodyEntity.getBodyTagList().add(instrument);
		this.bodyEntity.getBodyTagList().add(transactTime);
		this.bodyEntity.getBodyTagList().add(side);
		this.bodyEntity.getBodyTagList().add(ordType);
		this.bodyEntity.getBodyTagList().add(price);
		this.bodyEntity.getBodyTagList().add(orderQtyData);
		this.bodyEntity.getBodyTagList().add(timeInForce);
		this.bodyEntity.getBodyTagList().add(positionEffect);
		this.bodyEntity.getBodyTagList().add(orderRestrictions);
		this.bodyEntity.getBodyTagList().add(maxPriceLevels);
		this.bodyEntity.getBodyTagList().add(orderCapacity);
		this.bodyEntity.getBodyTagList().add(text);
		this.bodyEntity.getBodyTagList().add(execInst);
		this.bodyEntity.getBodyTagList().add(disclosureInstructionGrp);
		this.bodyEntity.getBodyTagList().add(orderID);
		this.bodyEntity.getBodyTagList().add(origClOrdID);
	}
	
	@Override
	public void decodeBody() {
		

	}

	@Override
	public void validate() {
		this.headEntity.validate();
		List<Tag> bodyTagList=this.bodyEntity.getBodyTagList();
		for(int i=0;i<bodyTagList.size();i++){
			bodyTagList.get(i).validate();
		}
		this.tailerEntity.validate();
		if(side.getTagValue()!=null){
			if(!MsgUtil.side.contains(side.getTagValue())){
				throw new InValidDataException("side错误["+side.getTagId()+"="+side.getTagValue()+"]");
			}
		}
		if(ordType.getTagValue()!=null){
			if(!MsgUtil.ordType.contains(ordType.getTagValue())){
				throw new InValidDataException("ordType错误["+ordType.getTagId()+"="+ordType.getTagValue()+"]");
			}
		}
		if(timeInForce.getTagValue()!=null){
			if(!MsgUtil.timeInForce.contains(timeInForce.getTagValue())){
				throw new InValidDataException("timeInForce错误["+timeInForce.getTagId()+"="+timeInForce.getTagValue()+"]");
			}
		}
		if(positionEffect.getTagValue()!=null){
			if(!MsgUtil.positionEffect.contains(positionEffect.getTagValue())){
				throw new InValidDataException("positionEffect错误["+positionEffect.getTagId()+"="+positionEffect.getTagValue()+"]");
			}
		}
		if(orderCapacity.getTagValue()!=null){
			if(!MsgUtil.orderCapacity.contains(orderCapacity.getTagValue())){
				throw new InValidDataException("orderCapacity错误["+orderCapacity.getTagId()+"="+orderCapacity.getTagValue()+"]");
			}
		}

	}

	public Tag getClOrdID() {
		return clOrdID;
	}

	public void setClOrdID(Tag clOrdID) {
		this.clOrdID = clOrdID;
	}

	public Tag getParties() {
		return parties;
	}

	public void setParties(Tag parties) {
		this.parties = parties;
	}

	public Tag getInstrument() {
		return instrument;
	}

	public void setInstrument(Tag instrument) {
		this.instrument = instrument;
	}

	public Tag getTransactTime() {
		return transactTime;
	}

	public void setTransactTime(Tag transactTime) {
		this.transactTime = transactTime;
	}

	public Tag getSide() {
		return side;
	}

	public void setSide(Tag side) {
		this.side = side;
	}

	public Tag getOrdType() {
		return ordType;
	}

	public void setOrdType(Tag ordType) {
		this.ordType = ordType;
	}

	public Tag getPrice() {
		return price;
	}

	public void setPrice(Tag price) {
		this.price = price;
	}

	public Tag getOrderQtyData() {
		return orderQtyData;
	}

	public void setOrderQtyData(Tag orderQtyData) {
		this.orderQtyData = orderQtyData;
	}

	public Tag getTimeInForce() {
		return timeInForce;
	}

	public void setTimeInForce(Tag timeInForce) {
		this.timeInForce = timeInForce;
	}

	public Tag getPositionEffect() {
		return positionEffect;
	}

	public void setPositionEffect(Tag positionEffect) {
		this.positionEffect = positionEffect;
	}

	public Tag getOrderRestrictions() {
		return orderRestrictions;
	}

	public void setOrderRestrictions(Tag orderRestrictions) {
		this.orderRestrictions = orderRestrictions;
	}

	public Tag getMaxPriceLevels() {
		return maxPriceLevels;
	}

	public void setMaxPriceLevels(Tag maxPriceLevels) {
		this.maxPriceLevels = maxPriceLevels;
	}

	public Tag getOrderCapacity() {
		return orderCapacity;
	}

	public void setOrderCapacity(Tag orderCapacity) {
		this.orderCapacity = orderCapacity;
	}

	public Tag getText() {
		return text;
	}

	public void setText(Tag text) {
		this.text = text;
	}

	public Tag getExecInst() {
		return execInst;
	}

	public void setExecInst(Tag execInst) {
		this.execInst = execInst;
	}

	public Tag getDisclosureInstructionGrp() {
		return disclosureInstructionGrp;
	}

	public void setDisclosureInstructionGrp(Tag disclosureInstructionGrp) {
		this.disclosureInstructionGrp = disclosureInstructionGrp;
	}

	public Tag getOrderID() {
		return orderID;
	}

	public void setOrderID(Tag orderID) {
		this.orderID = orderID;
	}

	public Tag getOrigClOrdID() {
		return origClOrdID;
	}

	public void setOrigClOrdID(Tag origClOrdID) {
		this.origClOrdID = origClOrdID;
	}

	public Set<String> getTagIdsSet() {
		return tagIdsSet;
	}

	public void setTagIdsSet(Set<String> tagIdsSet) {
		this.tagIdsSet = tagIdsSet;
	}

}

消息处理：略