Trade Cancel/Correct
Sends a trade/cancel or correct message for trade breaks and adjustments.
Trade Cancel/Correct (UCC) is an optional message that must be enabled at the port level. It may be enabled for current-day only or for all cancels and corrections. Only the Price of a trade may be corrected, all other details remain the same. Trade cancels and corrections do not alter live order state.
| Tag | Field Name | Description |
|---|---|---|
| 35 | Standard Message Header | MsgType=‘UCC’ |
| 20 | ExecTransType |
|
| 17 | ExecID | Day-unique id of execution message. |
| 19 | ExecRefID | Refers to the ExecID of the message being cancelled or corrected. |
| 37 | OrderID | OrderID of the original trade being cancelled/corrected |
| 11 | ClOrdID | ClOrdID of the original trade being cancelled/corrected |
| 55 | Symbol | Copied from original trade being cancelled/corrected |
| 200 | MaturityMonth | Copied from original trade being cancelled/corrected |
| 205 | MaturityDay | Copied from original trade being cancelled/corrected |
| 54 | Side | Copied from original trade being cancelled/corrected |
| 9730 | TradeLiquidityIndicator | Copied from original trade being cancelled/corrected |
| 128 | DeliverToCompID | Copied from OnBehalfOfCompID (115) |
| 439 | CMTANumber | Copied from original trade being cancelled/corrected (if present) |
| 440 | ClearingAccount | Copied from original trade being cancelled/corrected (if present) |
| 9620 | CorrectedPrice | Only for Trade Corrects. Corrected price |
| 32 | LastShares | Quantity of contracts on the original trade being cancelled/corrected |
| 31 | LastPx | Price on the original trade being cancelled/corrected. |
| 42 | OrigTime | GMT date-time of original trade. |
| 60 | TransactTime | GMT date-time of cancel/correct. |
| Standard Message Trailer |