Trade Cancel/Correct Message Fields
Sends a Trade Cancel/Correct message for a trade break. 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 | Req’d | Description |
|---|---|---|---|
| 35 | Standard Message Header | Y | MsgType=‘UCC’ |
| 20 | ExecTransType | Y |
|
| 17 | ExecID | Y | Day-unique id of execution message. |
| 19 | ExecRefID | Y | Refers to the ExecID of the message being cancelled or corrected. |
| 37 | OrderId | Y | OrderId of the original trade being cancelled/corrected. |
| 11 | ClOrdID | Y | ClOrdID of the original trade being cancelled/corrected. |
| 55 | Symbol | Y | Copied from original trade being cancelled/corrected (Available in FIX Drop). |
| 65 | SymbolSfx | Y | Copied from original trade being cancelled/corrected (Available in FIX Drop). |
| 54 | Side | Y | Copied from original trade being cancelled/corrected. |
| 9730 | TradeLiquidityIndicator | Y | Copied from original trade being cancelled/corrected. |
| 9882 | FeeCode | N | Only for Trade Corrects. Corrected fee code. |
| 439 | ClearingFirm | N | Copied from original trade being cancelled/corrected (if present). |
| 440 | ClearingAccount | N | Copied from original trade being cancelled/corrected (if present). |
| 9620 | CorrectedPrice | N | Only for Trade Corrects. Corrected price. |
| 32 | LastShares | Y | Quantity of shares on the original trade being cancelled/corrected. |
| 31 | LastPx | Y | Price on the original trade being cancelled/corrected. |
| 42 | OrigTime | Y | GMT date-time of cancel/correct in nanoseconds. |
| 60 | TransactTime | Y | GMT date-time of cancel/correct. |
| Standard Msg Trailer | Y |