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The following table lists the tag values that client systems may modify and how order priority changes.

Tag

Modification

Effect on Resting Order

Returned Message

Priority Impact

tag 1-Account

Change account

Updated

Execution Report - Modify Ack (35=8, 39=5)

Lost

tag 11-ClOrdId

Change client order identifier

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 38-OrderQty

Increase order size

Updated

Execution Report - Modify Ack (35=8, 39=5)

Lost

tag 38-OrderQty

Decrease order size

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 1031-CustOrderHandlingInst

Change customer handling information

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 40-OrdType

Change order type

Updated

Execution Report - Modify Ack (35=8, 39=5)

Lost

tag 44-Price

Increase price

Updated

Execution Report - Modify Ack (35=8, 39=5)

Lost

tag 44-Price

Decrease price

Updated

Execution Report - Modify Ack (35=8, 39=5)

Lost

tag 54-Side

Change order side

None

Order Cancel Reject (35=9)

N/A

tag 55-Symbol

Change group code

None

Execution Report - Modify Ack (35=8, 39=5)

Note: Correct (original) tag 55 value is returned.

Maintained

tag 59-TimeInForce

Change duration of order

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 1028-ManualOrderIndicator

Change ATS indicator

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 78-NoAllocs

tag 79-AllocAccount

tag 9707-GiveupFirm

tag 9708-AllocAccount

Change Give Up instructions

Updated

Execution Report - Modify Ack (35=8, 39=5)

Note: Only tags 78 and 79 are returned.


tag 40-OrdType

tag 99-StopPx

Add stop trigger price

Updated

Execution Report - Modify Ack (35=8, 39=5)

Lost

tag 107-SecurityDesc

Change external instrument name

None

Order Cancel Reject (35=9)

N/A

tag 59-OrdType

tag 110=MinQty

Add minimum fill quantity – FOK and FAK

Updated

Execution Report - Modify Ack (35=8, 39=5)

Lost

tag 167-SecurityType

Change security type

None

Execution Report - Modify Ack (35=8, 39=5)

Note: Correct (original) tag 167 value is returned.

Maintained

tag 204-CustomerOrFirm

Change customer or firm flag

Updated

Execution Report - Modify Ack (35=8, 39=5)

Note: Tag 204 is not returned.

Maintained

tag 210-MaxShow

Change/add display quantity

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 59-TimeInForce

tag 432-ExpireDate

Change/add expiry date (GTD) to order

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 7928-SelfMatchPreventionID

Change/add SMP ID

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 8000-SelfMatchPreventionInstruction

Change/add SMP Instructions

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 9702-CTICode

Change CTI Code

Updated

Execution Report - Modify Ack (35=8, 39=5)

Maintained

tag 9768-OFMOverride

In-Flight Mitigation

Updated

Note: The resting order is updated only for first Order Cancel Replace Request. Tag 9768 is ignored for all subsequent Order Cancel Replace Requests.

Execution Report - Modify Ack (35=8, 39=5)

Note: Tag 9768 is not returned.

N/A