Used to fully cancel the remaining open quantity of a cross order.

Cross Order Cancel Request


Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = u (lowercase U)
37 OrderID N Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
2422 OrderRequestID N

Required if provided on the order being cancelled. Echo back the value provided by the requester.

548 CrossID Y CrossID for the replacement order
551 OrigCrossID Y Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
961 HostCrossID N Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
549 CrossType Y
550 CrossPrioritization Y
Component Block - <RootParties> N Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides.
Component Block - <SideCrossOrdCxlGrp> Y Must be 1 or 2
Component Block - <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp> N Number of underlyings
Component Block - <InstrmtLegGrp> N Number of Leg
1300 MarketSegmentID N
60 TransactTime Y Time this order request was initiated/released by the trader, trading system, or intermediary.
Component Block - <StandardTrailer> Y