ExDestination in Cancel/Replace?

Imported from previous forum

Folks, we are using FIX 4.1. I’m wondering why Cancel/Replace message needs ExDestination field? This field should’ve been specified in the original order, and it can’t be different in Cancel/Replace order, right?

There are a lot of fields which are “echo’d” from the New Order Single (provide the same values) thus their presence on the Order Cancel/Replace Requst. As far as which fields can change, in FIX 4.3 it is documented that the Instrument (symbology-related) cannot change, but others may but would require bilateral agreement. It is also documented that the sellside should validate that the customer is not attempting to change a value which they do not support.

> Folks, we are using FIX 4.1. I’m wondering why Cancel/Replace message needs ExDestination field? This field should’ve been specified in the original order, and it can’t be different in Cancel/Replace order, right?
>