Message
| ID | 21918 |
Sent to instruct recipients to update an order’s price and/or size on the retrospective order book.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
185 | Y | Time the message was generated. | |||
3 | Y | ||||
58 | Y | ||||
1 | Y | ||||
2 | Y | Modify | |||
124 | Y | Unique identifier of the order. | |||
71 | Y | GTP Instrument Identifier. | |||
72 | Y | Instrument identification number (ISIN code). | |||
36 | Y | Currency code as per ISO 4217. | |||
171 | Y | Please refer to the Additional Field Values section for valid values. | |||
123 | Y | Please refer to the Additional Field Values section for valid values. | |||
169 | Y | ||||
170 | Y | Displayed Size of the order. | |||
134 | Y | Limit price of the order. Implied price if instrument trades in yield. | |||
131 | Y | Previous price of the order. | |||
132 | Y | Previous displayed quantity of the order. |
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