FIX 5.0 : CrossOrderCancelRequest <u> message

Structure | Related Messages

Description

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

Cross Order Cancel Request

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = u
37 OrderID N Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
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.
549 CrossType Y
550 CrossPrioritization Y
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
60 TransactTime Y Time this order request was initiated/released by the trader, trading system, or intermediary.
961 HostCrossID N Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
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.
<MessageTrailer> Y

 

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