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Trade Cancel/Correct Message Fields

Sends a trade/cancel or correct message for trade breaks and adjustments.

Trade Cancel/Correct message (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 and/or Size of a trade may be corrected, all other details remain the same. Trade cancels and corrections do not alter live order state.

Trade cancels or corrections to complex instruments will result in individual Trade Cancel/Correct messages being sent for each leg. No cancels or corrections will be sent for complex instruments.

Table 1. Trade Cancel/Correct Message Fields
TagField NameDescription
35Standard Message HeaderMsgType= UCC
20ExecTransType
  • 1=Trade Cancel
  • 2=Trade Correct
17ExecIDDay-unique id of execution message.
19ExecRefIDRefers to the ExecID (17) of the message being cancelled or corrected.
37OrderIdOrderId of the original trade being cancelled/corrected.
11ClOrdIDClOrdID of the original trade being cancelled/corrected.
55SymbolCopied from original trade being cancelled/corrected.
77OpenCloseCopied from original trade being cancelled/corrected.
200MaturityMonthCopied from original trade being cancelled/corrected.
205MaturityDayCopied from original trade being cancelled/corrected.
201PutOrCallCopied from original trade being cancelled/corrected.
202StrikePrice
  • Copied from original trade being cancelled/corrected.
  • When an underlying index value change occurs after the FLEX percentage trade restatement time, this will be the original strike price (prior to correction).
54SideCopied from original trade being cancelled/corrected.
9730TradeLiquidityIndicatorCopied from original trade being cancelled/corrected.
128DeliverToCompIdCopied from Tag 115 (OnBehalfOfCompId).
439ClearingFirmCopied from original trade being cancelled/corrected (if present).
440ClearingAccountCopied from original trade being cancelled/corrected (if present).
25018
  • CorrectedStrikePrice
  • (C1 only)
Only for FLEX order Trade Corrects. Corrected strike price. When an underlying index value change occurs after the FLEX percentage trade restatement time, this will be the new strike price.
9620CorrectedPriceOnly for Trade Corrects. Corrected price.
6655CorrectedSizeOnly for Trade Corrects. Corrected size
32LastSharesQuantity of contracts on the original trade being cancelled/corrected.
31LastPxPrice on the original trade being cancelled/corrected.
42OrigTimeGMT date-time of original trade. Effective 09/08/25, GMT date-time of original trade will be available in nanoseconds.
60TransactTimeGMT date-time of cancel/correct. Effective 09/08/25), GMT date-time of cancel/correct will be available in nanoseconds.
22020
  • InitialClientOrderId
  • (C1 only)
  • Only available on FIX DROP. Not sent unless Send Initial Client Order ID port attribute is enabled.
  • When a clearing edit of a floor trade results in a trade cancellation ( 20=1) this field will be sent and populated with the original ClOrdId (11) from the order that was routed to the exchange.
167SecurityType
  • Indicates the type of security
  • OPT=Options
  • EQ=Equity leg
  • FUT = Futures leg (C1 only) (effective 12/14/26)
22004
  • ClosingPrice
  • (C1 only)
Closing price for the underlying security or index of a FLEX DAC order.
9882FeeCode (C1 only)Specific fee code associated with FLEX DAC execution. See the Fee Schedule for the respective market for possible values.
9324ClearingOptionalData
  • This field will be reflected back on execution reports and FIX DROP ports and will be passed through to the OCC in the Optional Data field. Requires port attribute Send ClearingOptionalData to enable sending this Tag.
  • 16 characters or less. Characters in ASCII range 33-126 are allowed, except for comma, semicolon, and pipe.
5179FloorTradeTime (C1 only)GMT date-time that Floor Trade occurred. Available on FIX Drop ports when Send Floor Trade Time port attribute is enabled.
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