| FRAMES | NO FRAMES |
|
|
Used to fully cancel the remaining open quantity of a cross order.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = u | |||||
| 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 (548) of previous cross order. Same order chaining mechanism as ClOrdID (11) / OrigClOrdID (41) with single order Cancel/Replace (G) . | |||
| 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 | |||
| => | <Order Qty Data> | Y | |||||
| => | 376 | ComplianceID | ComplianceID | N | |||
| => | 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. | ||
| <Instrument> | Y | ||||||
| 60 | TransactTime | TransactTime | N | Time this order request was initiated/released by the trader, trading system, or intermediary. | |||
| <Standard Message Trailer> | Y | ||||||
|
|
| FRAMES | NO FRAMES |