Cross Order Cancel/Replace Request  (MsgType = t)

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 Req'd Comments
<Standard Message Header> Y MsgType = t
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 (548) of the previous cross order. Same order chaining mechanism as ClOrdID (11) / OrigClOrdID (41) with single Order Cancel/Replace (G) .
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
=> 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 C 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
=> => 80 AllocQty N
=> 854 QtyType N
=> Component Block - <OrderQtyData> Y
=> Component Block - <CommissionData> N
=> 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 C 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 C Must be set if EncodedText (355) field is specified and must immediately precede it.
=> 355 EncodedText C 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
711 NoUnderlyings N Number of underlyings
=> Component Block - <UnderlyingInstrument> C Must be provided if Number of underlyings > 0
555 NoLegs N Number of Legs
=> Component Block - <InstrumentLeg> C Required if NoLegs (555) > 0
63 SettlType N
64 SettlDate C 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 C 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 C 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
40 OrdType Y
423 PriceType N
44 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 C Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit".
Component Block - <SpreadOrBenchmarkCurveData> N
Component Block - <YieldData> N
15 Currency N
376 ComplianceID N
23 IOIid C Required for Previously Indicated Orders ( OrdType (40) =E)
117 QuoteID C 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 C Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified.
126 ExpireTime C 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
Component Block - <DiscretionInstructions> N
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
<Standard Message Trailer> Y