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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 (a.k.a. Order Modification Request) (G) 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 (t) .
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = t | |||||
| 37 | OrderID | OrderID | N | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | |||
| 548 | CrossID | CrossID | Y | CrossID (548) for the replacement order | |||
| 551 | OrigCrossID | OrigCrossID | Y | Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. | |||
| 549 | CrossType | CrossType | Y | ||||
| 550 | CrossPrioritization | CrossPrioritization | Y | ||||
| 552 | NoSides | NoSides | Y | Must be 1 or 2 | |||
| => | 54 | Side | Side | Y | |||
| => | 41 | OrigClOrdID | OrigClOrdID | Y | |||
| => | 11 | ClOrdID | ClOrdID | Y | Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. | ||
| => | 526 | SecondaryClOrdID | SecondaryClOrdID | N | |||
| => | 583 | ClOrdLinkID | ClOrdLinkID | N | |||
| => | 586 | OrigOrdModTime | OrigOrdModTime | N | |||
| => | <Parties> | N | |||||
| => | 229 | TradeOriginationDate | TradeOriginationDate | N | |||
| => | 1 | Account | Account | N | |||
| => | 581 | AccountType | AccountType | N | |||
| => | 589 | DayBookingInst | DayBookingInst | N | |||
| => | 590 | BookingUnit | BookingUnit | N | |||
| => | 591 | PreallocMethod | PreallocMethod | N | |||
| => | 78 | NoAllocs | NoAllocs | N | Number of repeating groups for pre-trade allocation | ||
| => | => | 79 | AllocAccount | AllocAccount | C | Required if NoAllocs (78) > 0. Must be first field in repeating group. | |
| => | => | 467 | IndividualAllocID | IndividualAllocID | N | ||
| => | => | <Nested Parties> | N | Used for NestedPartyRole (538) =Clearing Firm | |||
| => | => | 80 | AllocQty | AllocQty | N | ||
| => | 465 | QuantityType | QuantityType | N | |||
| => | <Order Qty Data> | Y | |||||
| => | <Commission Data> | N | |||||
| => | 528 | OrderCapacity | OrderCapacity | N | |||
| => | 529 | OrderRestrictions | OrderRestrictions | N | |||
| => | 582 | CustOrderCapacity | CustOrderCapacity | N | |||
| => | 121 | ForexReq | ForexReq | N | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. | ||
| => | 120 | SettlCurrency | SettlCurrency | C | Required if ForexReq (121) = Y. | ||
| => | 58 | Text | Text | N | |||
| => | 354 | EncodedTextLen | EncodedTextLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | ||
| => | 355 | EncodedText | EncodedText | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | ||
| => | 77 | PositionEffect | PositionEffect | N | For use in derivatives omnibus accounting | ||
| => | 203 | CoveredOrUncovered | CoveredOrUncovered | N | For use with derivatives, such as options | ||
| => | 544 | CashMargin | CashMargin | N | |||
| => | 635 | ClearingFeeIndicator | ClearingFeeIndicator | N | |||
| => | 377 | SolicitedFlag | SolicitedFlag | N | |||
| => | 659 | SideComplianceID | SideComplianceID | N | |||
| <Instrument> | Y | ||||||
| 63 | SettlmntTyp | Settlement | N | ||||
| 64 | FutSettDate | FutSettDate | C | Takes precedence over SettlmntTyp (63) value and conditionally required/omitted for specific SettlmntTyp (63) values. | |||
| 21 | HandlInst | HandInst | N | ||||
| 18 | ExecInst | 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 | MinQty | N | ||||
| 111 | MaxFloor | MaxFloor | N | ||||
| 100 | ExDestination | ExDestination | N | ||||
| 386 | NoTradingSessions | NoTradingSessions | N | Specifies the number of repeating TradingSessionIDs | |||
| => | 336 | TradingSessionID | TradingSessionID | C | Required if NoTradingSessions (386) is > 0. | ||
| => | 625 | TradingSessionSubID | TradingSessionSubID | N | |||
| 81 | ProcessCode | ProcessCode | N | Used to identify soft trades at order entry. | |||
| 140 | PrevClosePx | PrevClosePx | N | Useful for verifying security identification | |||
| 114 | LocateReqd | LocateReqd | C | Required for short sell orders | |||
| 60 | TransactTime | TransactTime | Y | Time this order request was initiated/released by the trader, trading system, or intermediary. | |||
| <Stipulations> | N | ||||||
| 40 | OrdType | OrdType | Y | ||||
| 423 | PriceType | PriceType | N | ||||
| 44 | Price | Price | C | 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 | StopPx | C | Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit". | |||
| <Spread Or Benchmark Curve Data> | N | ||||||
| <Yield Data> | N | ||||||
| 15 | Currency | Currency | N | ||||
| 376 | ComplianceID | ComplianceID | N | ||||
| 23 | IOIid | IOI_ID | C | Required for Previously Indicated Orders ( OrdType (40) =E) | |||
| 117 | QuoteID | QuoteID | C | Required for Previously Quoted Orders ( OrdType (40) =D) | |||
| 59 | TimeInForce | OrderDuration | N | Absence of this field indicates Day order | |||
| 168 | EffectiveTime | EffectiveTime | N | Can specify the time at which the order should be considered valid | |||
| 432 | ExpireDate | ExpireDate | C | Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified. | |||
| 126 | ExpireTime | ExpireTime | C | Conditionally required if TimeInForce (59) = GTD and ExpireDate (432) is not specified. | |||
| 427 | GTBookingInst | GTBookingInst | N | States whether executions are booked out or accumulated on a partially filled GT order | |||
| 210 | MaxShow | MaxShow | N | ||||
| 211 | PegDifference | PegDifference | N | Amount (signed) added to the price of the peg | |||
| 388 | DiscretionInst | DiscretionInst | C | Code to identify the price a DiscretionOffset (389) is related to and should be mathematically added to. Required if DiscretionOffset (389) is specified. | |||
| 389 | DiscretionOffset | DiscretionOffset | N | Amount (signed) added to the "related to" price specified via DiscretionInst (388) . | |||
| 480 | CancellationRights | CancellationRights | N | For CIV - Optional | |||
| 481 | MoneyLaunderingStatus | MoneyLaunderingStatus | N | For CIV - Optional | |||
| 513 | RegistID | RegistID | N | Reference to Registration Instructions (o) message for this Order. | |||
| 494 | Designation | Designation | N | Supplementary registration information for this Order | |||
| 158 | AccruedInterestRate | AccruedInterestRate | N | Can be specified on the order for Fixed Income Municipals | |||
| 159 | AccruedInterestAmt | AccruedInterestAmt | N | Can be specified on the order for Fixed Income Municipals | |||
| 118 | NetMoney | NetMoney | N | Can be specified on the order for Fixed Income Municipals | |||
| <Standard Message Trailer> | Y | ||||||
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| FRAMES | NO FRAMES |