Order Restated Message Fields

Order Restated messages are sent to inform the Member that an order has been asynchronously modified for some reason without an explicit Modify Order message request having been sent. Some example (non-exhaustive) reasons for Order Restated messages being sent:

• A reserve (iceberg) order has been reloaded.
• An order's remaining quantity was decremented because of a prevented wash trade.
• A routed order has returned to rest on the book after matching liquidity on another market.

Members should be prepared to accept and apply Order Restated messages for any reason.

In some cases, the last message to be received on an order's lifecycle will be an Order Restated message. The way to know the order is no longer live is to inspect LeavesQty. In addition, all MTP related cancels will be sent using an Order Restated message with LeavesQty set to zero. This is necessary since in BOEv3 only the Order Restated message contains the MTP-related fields: SecondaryOrderID, LastShares, and LastPx. Members are advised that in FIX-formatted drop copies the MTP-related cancel messages will appear as standard FIX cancels.