Vero OMS Docs

Use OrderCancelRequest (35=F) to cancel an active order. Use OrderCancelReplaceRequest (35=G) to amend quantity or price for an active order.

Cancel request fields

Tag	Name	Req	Type	Description
`41`	`OrigClOrdID`	Y	String	Original client order identifier of the order being cancelled.
`11`	`ClOrdID`	Y	String	New client identifier for the cancel request.
`55`	`Symbol`	Y	String	Symbol code of the original order.
`54`	`Side`	Y	Char	Original order side. Use `1=Buy` or `2=Sell`.
`60`	`TransactTime`	Y	UTCTimestamp	Time when the cancel request is created.

Cancel response flow

Step	Response
Cancel request is invalid	`OrderCancelReject (35=9)` with the current order status and rejection detail.
Cancel request is accepted for processing	`ExecutionReport (35=8)` with `OrdStatus (39)=6` and `ExecType (150)=6` for pending cancel.
Cancel succeeds	`ExecutionReport (35=8)` with `OrdStatus (39)=4` and `ExecType (150)=4` for canceled.
Cancel fails after acceptance	`OrderCancelReject (35=9)` with the current order status and rejection detail.

Replace request fields

Tag	Name	Req	Type	Description
`41`	`OrigClOrdID`	Y	String	Original client order identifier of the order being amended.
`11`	`ClOrdID`	Y	String	New client identifier for the replace request.
`55`	`Symbol`	Y	String	Symbol code. This value must match the original order.
`54`	`Side`	Y	Char	Order side. This value must match the original order.
`60`	`TransactTime`	Y	UTCTimestamp	Time when the replace request is created.
`38`	`OrderQty`	Y	Qty	New total order quantity.
`40`	`OrdType`	Y	Char	Order type. This value is required in the message and cannot change the original order type.
`44`	`Price`	Y	Price	New order price.
`59`	`TimeInForce`	N	Char	Order validity. This value cannot change the original validity for unsupported combinations.
`200`	`MaturityMonthYear`	N	Char	Contract month in `YYYYMM` format when required by the symbol contract.
`167`	`SecurityType`	N	Char	Security type when required. Use the value assigned for the session; `FUT` denotes futures.

Replace response flow

Step	Response
Replace request is invalid	`OrderCancelReject (35=9)` with the current order status and rejection detail.
Replace request contains no change in price or quantity	`OrderCancelReject (35=9)`.
Replace request attempts to change order type or validity when not allowed	`OrderCancelReject (35=9)`.
Replace request is accepted for processing	`ExecutionReport (35=8)` with `OrdStatus (39)=E` and `ExecType (150)=E` for pending replace.
Replace succeeds	`ExecutionReport (35=8)` with `ExecType (150)=5` for replaced. `OrdStatus (39)` follows FIX 4.2 order-status precedence.
Replace fails after acceptance	`OrderCancelReject (35=9)` with the current order status and rejection detail.

Priority handling

Amendment	Priority behavior
Price changes	Matching priority is reset.
Quantity decreases only	Matching priority is retained.
Quantity increases	Matching priority is reset.

Validation notes

Rule	Description
Original order reference	`OrigClOrdID (41)` must reference an order that can be cancelled or amended.
One pending action	A new cancel or replace request is rejected when the target order already has a pending cancel or replace request.
Immutable fields	`Symbol (55)`, `Side (54)`, and the original order identity must remain unchanged.
Completed orders	Filled, cancelled, rejected, or expired orders cannot be cancelled or amended.
Session restrictions	Cancel and replace requests are permitted only in trading-session states that allow the action.