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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 | @OrdID | N | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | |||
| 548 | CrossID | @CrssID | Y | CrossID for the replacement order | |||
| 551 | OrigCrossID | @OrigCrssID | 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 | @CrssTyp | Y | ||||
| 550 | CrossPrioritization | @CrssPriortstn | Y | ||||
| 552 | NoSides | SideCrossMod | 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 | @ClOrdID2 | N | |||
| => | 583 | ClOrdLinkID | @ClOrdLinkID | N | |||
| => | 586 | OrigOrdModTime | @OrigOrdModTm | N | |||
| => | <Parties> | N | |||||
| => | 229 | TradeOriginationDate | @OrignDt | N | |||
| => | 75 | TradeDate | @TrdDt | N | |||
| => | 1 | Account | @Acct | N | |||
| => | 660 | AcctIDSource | @AcctIDSrc | N | |||
| => | 581 | AccountType | @AcctTyp | N | |||
| => | 589 | DayBookingInst | @DayBkngInst | N | |||
| => | 590 | BookingUnit | @BkngUnit | N | |||
| => | 591 | PreallocMethod | @PreallocMeth | N | |||
| => | 70 | AllocID | @AllocID | N | Used to assign an identifier to the block of individual preallocations | ||
| => | 78 | NoAllocs | PreAll | N | Number of repeating groups for pre-trade allocation | ||
| => | => | 79 | AllocAccount | @Acct | C | Required if NoAllocs (78) > 0. Must be first field in repeating group. | |
| => | => | 661 | AllocAcctIDSource | @ActIDSrc | N | ||
| => | => | 736 | AllocSettlCurrency | @AllocSettlCcy | N | ||
| => | => | 467 | IndividualAllocID | @IndAllocID | N | ||
| => | => | <Nested Parties> | N | ||||
| => | => | 80 | AllocQty | @Qty | N | ||
| => | 854 | QtyType | @QtyTyp | N | |||
| => | <Order Qty Data> | Y | |||||
| => | <Commission Data> | N | |||||
| => | 528 | OrderCapacity | @Cpcty | N | |||
| => | 529 | OrderRestrictions | @Rstctions | N | |||
| => | 582 | CustOrderCapacity | @CustCpcty | N | |||
| => | 121 | ForexReq | @ForexReq | N | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. | ||
| => | 120 | SettlCurrency | @SettlCcy | C | Required if ForexReq (121) = Y. | ||
| => | 775 | BookingType | @BkngTyp | 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 | @Txt | N | |||
| => | 354 | EncodedTextLen | @EncTxtLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | ||
| => | 355 | EncodedText | @EncTxt | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | ||
| => | 77 | PositionEffect | @PosEfct | N | For use in derivatives omnibus accounting | ||
| => | 203 | CoveredOrUncovered | @Covered | N | For use with derivatives, such as options | ||
| => | 544 | CashMargin | @CshMgn | N | |||
| => | 635 | ClearingFeeIndicator | @ClrFeeInd | N | |||
| => | 377 | SolicitedFlag | @SolFlag | N | |||
| => | 659 | SideComplianceID | @SideComplianceID | N | |||
| <Instrument> | Y | ||||||
| 711 | NoUnderlyings | Undly | N | Number of underlyings | |||
| => | <Underlying Instrument> | C | Must be provided if Number of underlyings > 0 | ||||
| 555 | NoLegs | Leg | N | Number of Legs | |||
| => | <Instrument Leg> | C | Required if NoLegs (555) > 0 | ||||
| 63 | SettlType | @SettlTyp | N | ||||
| 64 | SettlDate | @SettlDt | C | Takes precedence over SettlType (63) value and conditionally required/omitted for specific SettlType (63) values. | |||
| 21 | HandlInst | @HandlInst | 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 | @ExDest | N | ||||
| 386 | NoTradingSessions | TrdSes | N | Specifies the number of repeating TradingSessionIDs | |||
| => | 336 | TradingSessionID | @SesID | C | Required if NoTradingSessions (386) is > 0. | ||
| => | 625 | TradingSessionSubID | @SesSub | N | |||
| 81 | ProcessCode | @ProcCode | N | Used to identify soft trades at order entry. | |||
| 140 | PrevClosePx | @PrevClsPx | N | Useful for verifying security identification | |||
| 114 | LocateReqd | @LocReqd | C | Required for short sell orders | |||
| 60 | TransactTime | @TxnTm | Y | Time this order request was initiated/released by the trader, trading system, or intermediary. | |||
| <Stipulations> | N | ||||||
| 40 | OrdType | @OrdTyp | Y | ||||
| 423 | PriceType | @PxTyp | N | ||||
| 44 | Price | @Px | 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 | @Ccy | N | ||||
| 376 | ComplianceID | @ComplianceID | N | ||||
| 23 | IOIid | @IOIID | C | Required for Previously Indicated Orders ( OrdType (40) =E) | |||
| 117 | QuoteID | @QID | C | Required for Previously Quoted Orders ( OrdType (40) =D) | |||
| 59 | TimeInForce | @TmInForce | N | Absence of this field indicates Day order | |||
| 168 | EffectiveTime | @EfctvTm | N | Can specify the time at which the order should be considered valid | |||
| 432 | ExpireDate | @ExpireDt | C | Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified. | |||
| 126 | ExpireTime | @ExpireTm | C | Conditionally required if TimeInForce (59) = GTD and ExpireDate (432) is not specified. | |||
| 427 | GTBookingInst | @GTBkngInst | N | States whether executions are booked out or accumulated on a partially filled GT order | |||
| 210 | MaxShow | @MaxShow | N | ||||
| <Peg Instructions> | N | ||||||
| <Discretion Instructions> | N | ||||||
| 847 | TargetStrategy | @TgtStrategy | N | The target strategy of the order | |||
| 848 | TargetStrategyParameters | @TgtStrategyParameters | N | For further specification of the TargetStrategy (847) | |||
| 849 | ParticipationRate | @ParticipationRt | C | 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 | @CxllationRights | N | For CIV - Optional | |||
| 481 | MoneyLaunderingStatus | @MnyLaunderingStat | N | ||||
| 513 | RegistID | @RegistID | N | Reference to Registration Instructions (o) message for this Order. | |||
| 494 | Designation | @Designation | N | Supplementary registration information for this Order | |||
| <Standard Message Trailer> | Y | ||||||
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| FRAMES | NO FRAMES |