ModifyOrderRequest (M)
| ID | 4 |
The Modify Order Message is used to request modifications that will not affect order priority on the book. Since priority of the order does not change (exception noted), allowed modifications are restricted to only the ones specified in the message details below. Increasing share amount is not allowed and requests to do so will be ignored.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
51 | Modify Order Message. | ||||
53 | Y | The Order UserRefNum as was originally transmitted in an Enter Order Message. | |||
46 | Y | The new side to be associated with the order. B = buy S = sell T = sell short E = sell short exempt Only the following modifications are allowed: S <-> E S <-> T E <-> T | |||
40 | Y | This is the new intended order size. This limits the maximum number of shares that can potentially be executed in total after the cancel is applied. Entering a zero here will cancel any remaining open shares on this order. | |||
2 | Y | The length of the remaining Optional Appendage field. | |||
29 | Y | The available options supported on this message are: UserRefIdx |
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