Cross Order Cancel Request (MsgType = u, FIXML = CrossOrderCancelReq)

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

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