Amending an existing order
Cross-Session Amending: Orders can be amended from a different SBE session than the one that submitted them. For example, an order submitted on session A can be amended on session B.Response Routing: AmendOrderResponse is sent to both the session that sent the AmendOrderRequest and the session that originally submitted the order. All subsequent events (fills, further amends, cancels) route to the original submit session.Event Scoping: An SBE connection only receives events about orders submitted through that same connection.
AmendOrderRequest (110)
Request to change the modifiable fields of an existing order.
Null values: Some optional fields use NULL_LONG / NULL_QUANTITY (0x8000000000000000L) as a sentinel to indicate “not set”. For example, set displayAmount = NULL_QUANTITY to keep the order non-iceberg.
| Field | Name | Type | Length | Description |
|---|
| 1 | clientOrderId | int64 | 8 | Numeric client order ID |
| 2 | correlationId | int64 | 8 | Client-assigned ID |
| 3 | instrumentId | int64 | 8 | Numeric instrument ID |
| 4 | limitPrice | Price9 | 8 | New price |
| 5 | quantity | Decimal72 | 9 | New quantity |
| 6 | showQty | Decimal72 | 9 | New visible amount for iceberg orders. Setting this field to any value (including equal to amount) marks the order as an iceberg order. To submit a non-iceberg order, omit this field or set it to NULL_QUANTITY. Iceberg orders are not supported for options and combo instruments. |
| 7 | flags | uint16 | 2 | See the table below. |
AmendOrderRequest.
| Bit number (from last to first) | Name | Description |
|---|
| 1 | postOnly | Enables post-only that amends the order to the best bid/ask if the edit would make it immediately executable. The amended price is then validated against price limits. Mutually exclusive with postOnlyReject. |
| 2 | postOnlyReject | Enables post-only that rejects the edit if it would make the order immediately executable. The original order remains in the book unchanged. Mutually exclusive with postOnly . |
| 3 | Reserved for future use | |
| 4 | Reserved for future use | |
| 5 | Reserved for future use | |
| 6 | Reserved for future use | |
| 7 | Reserved for future use | |
| 8 | Reserved for future use | |
| 9-16 | Reserved for future use | |
AmendOrderResponse (210)
Response to confirm an AmendOrderRequest was successful, sent from the exchange to the client. Any immediate fills generated by the AmendOrderRequest will be included in the AmendOrderResponse and will NOT be sent additionally in an OrderUpdate.
If the amendment causes the order to aggress and it is speed bumped, the AmendOrderResponse is sent immediately with orderState = 4 (queued). Once the speed bump period expires, an unsolicited OrderPlaced message is sent. See Speed Bumps for details.
| Field | Name | Type | Length | Description | | | |
|---|
| 1 | transactTime | int64 | 8 | Nanoseconds since epoch. Time of entry into the order book | | | |
| 2 | execId | int64 | 8 | Exchange-assigned event ID | | | |
| 3 | clientOrderId | int64 | 8 | Numeric client order ID | | | |
| 4 | correlationId | int64 | 8 | Client-assigned ID | | | |
| 5 | orderId | int64 | 8 | Numeric exchange assigned order ID | | | |
| 6 | instrumentId | int64 | 8 | Numeric instrument ID | | | |
| 7 | limitPrice | Price9 | 8 | Price. Can differ from submitted price when post-only (amend) is enabled | | | |
| 8 | quantity | Decimal72 | 9 | Quantity. Can differ from submitted quantity when reduce-only is enabled | | | |
| 9 | totalFilled | Decimal72 | 9 | Filled quantity | | | |
| 10 | visibleQty | Decimal72 | 9 | Currently visible in market data | | | |
| 9 | totalFilled | Decimal72 | 9 | Filled quantity | | | |
| 10 | visibleQty | Decimal72 | 9 | Currently visible in market data | | | |
| 11 | receiveTime | int64 | 8 | Nanoseconds since epoch. Time of receipt of order on the gateway. | | | |
| 12 | status | int8 | 1 | 1=Active
2=filled
3=cancelled
4=queued (speed bumped) | | | |
| 13 | cancelReason | int8 | 1 | See Order Response Cancel Reasons | | | |
| 14 | blockLengthOfFills | uint16 | 2 | 24 (bytes) | | | |
| 15 | numberOfFills | uint16 | 2 | Indicates the length of the following repeating group containing all immediate fills when the order was submitted | | | |
| ->16 | matchId | int64 | 8 | Transaction ID representing match, shared by all fills within match | | | |
| ->17 | fillPrice | Price9 | 8 | Price of fill | | | |
| ->18 | fillQty | Decimal72 | 9 | Quantity of fill | | | |
| 19 | blockLengthOfLegs | uint16 | 2 | 33 (bytes) | | | |
| 20 | numberOfLegs | uint16 | 2 | Indicates the length of the following repeating group containing all combo leg quantities and prices.
Non-zero for trades on combo instruments only. | | | |
| ->21 | matchId | int64 | 8 | Transaction ID representing match. | | | |
| ->22 | instrumentId | int64 | 8 | Numeric instrument ID. | | | |
| ->23 | legPrice | Price9 | 8 | Price9 | 8 | Price of this leg in the combo instrument | Price of this leg in the combo instrument |
| ->24 | legQty | Decimal72 | 9 | Quantity of this leg in the combo instrument | | | |
| ->25 | legSide | int8 | 1 | 1=BUY
-1=SELL | | | |
AmendOrderReject (212)
Reject generated in case an AmendOrderRequest is unsuccessful.
| Field | Name | Type | Length | Description |
|---|
| 1 | transactTime | int64 | 8 | Nanoseconds since epoch. Time of entry into the order book |
| 2 | execId | int64 | 8 | Exchange-assigned event ID |
| 3 | clientOrderId | int64 | 8 | Numeric client order ID |
| 4 | correlationId | int64 | 8 | Client-assigned ID |
| 5 | orderId | int64 | 8 | Numeric exchange assigned order ID |
| 6 | instrumentId | int64 | 8 | Numeric instrument ID |
| 7 | reason | int8 | 1 | Rejection reason code. See Rejection Reason Codes for possible values. |
| 8 | details | char | 0-255 | ASCII-encoded string |
