FIX 4.4 : Cross Order Cancel/Replace Request <t> message

Structure | Related Messages

Description

Cross Order Cancel / Replace Request (a.k.a. Cross Order Modification Request) is used to modify a cross order previously submitted using the New Order Cross <s> message. See Order Cancel/Replace Request <G> for details concerning message usage.

Refer to the Order Cancel/Replace Request <G> (a.k.a. Order Modification Request) message for restrictions on what fields can be changed during a cancel replace.

The Cross Order-specific fields, CrossType <549> and CrossPrioritization <550>, can not be modified using the Cross Order Cancel/Replace Request.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = t
37 OrderID N

Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).

548 CrossID Y

CrossID <548> for the replacement order

551 OrigCrossID Y

Must match the CrossID <548> of the previous cross order. Same order chaining mechanism as ClOrdID <11>/OrigClOrdID <41> with single order Cancel/Replace.

549 CrossType Y
550 CrossPrioritization Y
552 NoSides Y

Must be 1 or 2

=> 54 Side Y
=> 41 OrigClOrdID Y
=> 11 ClOrdID Y

Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.

=> 526 SecondaryClOrdID N
=> 583 ClOrdLinkID N
=> 586 OrigOrdModTime N
=> Component Block - <Parties> N

Insert here the set of "<Parties>" (firm identification) fields

=> 229 TradeOriginationDate N
=> 75 TradeDate N
=> 1 Account N
=> 660 AcctIDSource N
=> 581 AccountType N
=> 589 DayBookingInst N
=> 590 BookingUnit N
=> 591 PreallocMethod N
=> 70 AllocID N

Used to assign an identifier to the block of individual preallocations

=> 78 NoAllocs N

Number of repeating groups for pre-trade allocation

=> => 79 AllocAccount N

Required if NoAllocs <78> > 0. Must be first field in repeating group.

=> => 661 AllocAcctIDSource N
=> => 736 AllocSettlCurrency N
=> => 467 IndividualAllocID N
=> => Component Block - <NestedParties> N

Insert here the set of "<NestedParties>" (firm identification "nested" within additional repeating group) fields

Used for NestedPartyRole <538>=Clearing Firm

=> => 80 AllocQty N
=> 854 QtyType N
=> Component Block - <OrderQtyData> Y

Insert here the set of "<OrderQtyData>" fields

=> Component Block - <CommissionData> N

Insert here the set of "<CommissionData>" fields

=> 528 OrderCapacity N
=> 529 OrderRestrictions N
=> 582 CustOrderCapacity N
=> 121 ForexReq N

Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.

=> 120 SettlCurrency N

Required if ForexReq <121> = Y.

=> 775 BookingType N

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.

=> 58 Text N
=> 354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

=> 355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

=> 77 PositionEffect N

For use in derivatives omnibus accounting

=> 203 CoveredOrUncovered N

For use with derivatives, such as options

=> 544 CashMargin N
=> 635 ClearingFeeIndicator N
=> 377 SolicitedFlag N
=> 659 SideComplianceID N
Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields

711 NoUnderlyings N

Number of underlyings

=> Component Block - <UnderlyingInstrument> N

Insert here the set of "<UnderlyingInstrument>" fields.

Required if NoUnderlyings <711> > 0

555 NoLegs N

Number of Legs

=> Component Block - <InstrumentLeg> N

Insert here the set of "<InstrumentLeg>" fields

Required if NoLegs <555> > 0

63 SettlType N
64 SettlDate N

Takes precedence over SettlType <63> value and conditionally required/omitted for specific SettlType <63> values.

21 HandlInst N
18 ExecInst N

Can contain multiple instructions, space delimited. If OrdType <40>=P, exactly one of the following values (ExecInst <18> = L, R, M, P, O, T, or W) must be specified.

110 MinQty N
111 MaxFloor N
100 ExDestination N
386 NoTradingSessions N

Specifies the number of repeating TradingSessionIDs

=> 336 TradingSessionID N

Required if NoTradingSessions <386> is > 0.

=> 625 TradingSessionSubID N
81 ProcessCode N

Used to identify soft trades at order entry.

140 PrevClosePx N

Useful for verifying security identification

114 LocateReqd N

Required for short sell orders

60 TransactTime Y

Time this order request was initiated/released by the trader, trading system, or intermediary.

Component Block - <Stipulations> N

Insert here the set of "<Stipulations>" (repeating group of Fixed Income stipulations) fields

40 OrdType Y
423 PriceType N
44 Price N

Required for limit OrdTypes. For F/X orders, should be the 'all-in' rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

99 StopPx N

Required for OrdType <40> = 'Stop' or OrdType <40> = 'Stop limit'.

Component Block - <SpreadOrBenchmarkCurveData> N

Insert here the set of "<SpreadOrBenchmarkCurveData>" (Fixed Income spread or benchmark curve) fields

Component Block - <YieldData> N

Insert here the set of "<YieldData>" (yield-related) fields

15 Currency N
376 ComplianceID N
23 IOIID N

Required for Previously Indicated Orders (OrdType <40>='E')

117 QuoteID N

Required for Previously Quoted Orders (OrdType <40>='D')

59 TimeInForce N

Absence of this field indicates Day order

168 EffectiveTime N

Can specify the time at which the order should be considered valid

432 ExpireDate N

Conditionally required if TimeInForce <59> = GTD and ExpireTime <126> is not specified.

126 ExpireTime N

Conditionally required if TimeInForce <59> = GTD and ExpireDate <432> is not specified.

427 GTBookingInst N

States whether executions are booked out or accumulated on a partially filled GT order

210 MaxShow N
Component Block - <PegInstructions> N

Insert here the set of "<PegInstructions>" fields

Component Block - <DiscretionInstructions> N

Insert here the set of "<DiscretionInstructions>" fields

847 TargetStrategy N

The target strategy of the order

848 TargetStrategyParameters N

For further specification of the TargetStrategy <847>

849 ParticipationRate N

Mandatory for a TargetStrategy <847>="Participate" order and specifies the target particpation rate.

For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)

480 CancellationRights N

For CIV - Optional

481 MoneyLaunderingStatus N
513 RegistID N

Reference to Registration Instructions <o> message for this Order.

494 Designation N

Supplementary registration information for this Order

<MessageTrailer> Y