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ModifyOrderUSFuturesV1

Field NameOffsetLengthData TypeDescription
StartOfMessage02Binary B0 E3
MessageLength22Binary 66 00 (102)
MessageType42Binary EA 03 (1002)
MatchingUnit61BinaryMust be zero or correct unit
Reserved71BinaryMust be zero
SequenceNumber84BinaryThe sequence number for this message
ClOrdId1220Text
  • Unique Id chosen by the client. Characters in the ASCII range 33-126 are allowed, except for comma, semicolon, and pipe.
  • If the ClOrdId matches a live order, the order will be rejected as duplicate. A leading tilde (~) cannot be sent on any ClOrdId and will result in a reject. These are reserved for internal use by CFE and could be received as a result of a CFE-generated ClordId.
  • Sent to the OCC in the OrderId field.
  • Note: CFE only enforces uniqueness of ClOrdId values among currently live orders, which includes long-lived GTC and GTD orders. However, using unique ClOrdId values is strongly recommend.
OrigClOrdId3220TextThe ClOrdId of the original order.
ClearingFirm524Alpha
  • EFID that will clear the trade. Port attribute value of ‘Default EFID’ is used if not provided.
  • Sent to OCC in Exec Broker field.
OrderQty564BinaryOrder quantity. System limit is 999,999 contracts.
Price608BinaryPrice
  • Limit price. Four implied decimal places.
  • Required for limit orders (OrdType = 2). If specified on market order (OrdType = 1), the order will be rejected.
  • Orders will be rejected if Price does not fall on the applicable minimum trading increment.
  • For all contracts other than Trade at Settlement contracts, simple orders will be rejected if Price is less than or equal to zero, or greater than or equal to 100,000. For Trade at Settlement (TAS) contracts, simple orders will be rejected if Price is outside the price limits presented in the contract specification.
  • Spread orders will be rejected if Price is outside the price limits implied by the spread instrument definition and constituent instrument min and max prices.
OrdType681Text
  • 1 = Market
  • 2 = Limit (default)
  • 4 = Stop Limit (Futures only)
  • Market implies TimeInForce of IOC (3). Stop Limit orders must have a TimeInForce of DAY (0), GTC (1), or GTD (6).
CancelOrigOnReject691Text
  • N = Leave original order alone.
  • Y = Cancel original order if modification fails.
StopPx708BinaryPriceStop price. Required if OrdType = 4 (Stop Limit). Stop Limit orders will only be triggered off Last Sale Eligible trades.
ManualOrderIndicator781Text
  • Y = Manual order entry
  • N = Automated order entry
OEOID7918Text
  • Identifies the Order Entry Operator responsible for this message.
  • Min length 3, max length 18. Values in ASCII range 33-126 except comma, semicolon, and pipe are permissible.
FrequentTraderId976AlphanumericSupplemental customer identifier used for billing related programs.
CustOrderHandlingInst1031Text
  • Execution source code provided during order entry to describe broker service. A default value can be set using the 'Default Customer Order Handling Instruction' port attribute.
  • W = Desk (high touch)
  • Y = Electronic
  • C = Vendor-provided platform, billed by Executing Broker
  • G = Sponsored Access via Exchange API or FIX, provided by executing broker
  • H = Premium algorithmic trading provider, billed by executing broker
  • D = Other, including other-provided screen
  • NUL (0x00) = Apply port default (initially 'Y')
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