Used to fully cancel the remaining open quantity of a cross order.
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = 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 (548) 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." |
|||
| 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 | "Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"" |
||
| => | 229 | TradeOriginationDate | N | ||
| => | 75 | TradeDate | N | ||
| => | Component Block - <OrderQtyData> | Y | "Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"" |
||
| => | 376 | ComplianceID | N | ||
| => | 58 | Text | N | ||
| => | 354 | EncodedTextLen | N | Must be set if EncodedText (355) field is specified and must immediately precede it. |
|
| => | 355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. |
|
| Component Block - <Instrument> | Y | "Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"" |
|||
| 711 | NoUnderlyings | N | Number of underlyings |
||
| => | Component Block - <UnderlyingInstrument> | N | Must be provided if Number of underlyings > 0 |
||
| 555 | NoLegs | N | Number of legs
Identifies a Multi-leg Execution if present and non-zero. |
||
| => | Component Block - <InstrumentLeg> | N | Must be provided if Number of legs > 0 |
||
| 60 | TransactTime | Y | Time this order request was initiated/released by the trader, trading system, or intermediary. |
||
| <Standard Message Trailer> | Y | ||||