Used to fully cancel the remaining open quantity of a cross order.
Cross Order Cancel Request
|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).|
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|
|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|
|60||TransactTime||Y||Time this order request was initiated/released by the trader, trading system, or intermediary.|
|Component Block - <StandardTrailer>||Y|