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

Structure | Related Messages

Description

Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage.

Refer to the Order Cancel Replace Request (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> (tag 549) and CrossPrioritization <550> (tag 550), can not be modified using the Cross Order Cancel Replace Request.

Cross Order Cancel / Replace Request (a.k.a. Cross Order Modification 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 defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 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 defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Used for NestedPartyRole <538>=Clearing Firm

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

Insert here the set of "<OrderQtyData>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> Component Block - <CommissionData> N

Insert here the set of "<CommissionData>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 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 defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

711 NoUnderlyings N

Number of underlyings

=> Component Block - <UnderlyingInstrument> N

Insert here the set of "<UnderlyingInstrument>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES.

Required if NoUnderlyings <711> > 0

555 NoLegs N

Number of Legs

=> Component Block - <InstrumentLeg> N

Insert here the set of "<InstrumentLeg>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES

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 defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

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 defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Component Block - <YieldData> N

Insert here the set of "<YieldData>" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

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 "PegInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Component Block - <DiscretionInstructions> N

Insert here the set of "DiscretionInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

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

 

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