Cross Order Cancel/Replace Request (MsgType = t, FIXML = CrssOrdCxlRplcReq)

Used to modify a cross order previously submitted using the New Order - Cross (s) message. See Order Cancel Replace Request for details concerning message usage.

Refer to the Order Cancel Replace Request message for restrictions on what fields can be changed during a cancel replace.

The Cross Order-specific fields, CrossType (549) (tag 549) and CrossPrioritization (550) (tag 550), can not be modified using the Cross Order Cancel Replace Request.

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/OrigClOrdID with single order Cancel/Replace.
961			HostCrossID	@HstCxID	N	Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs.
549			CrossType	@CrssTyp	Y
550			CrossPrioritization	@CrssPriortstn	Y
<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	SideCrossMod	Y	Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise
=>	54		Side	@Side	Y
=>	41		OrigClOrdID	@OrigClOrdID	N	Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11).
=>	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
=>	<Parties>				N	Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages".
=>	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	Use to assign an identifier to the block of 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
=>	=>	<NestedParties>			N	Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". Used for NestedPartyRole=Clearing Firm
=>	=>	80	AllocQty	@Qty	N
=>	854		QtyType	@QtyTyp	N
=>	<OrderQtyData>				Y	Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages".
=>	<CommissionData>				N	Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages".
=>	528		OrderCapacity	@Cpcty	N
=>	529		OrderRestrictions	@Rstctions	N
=>	1091		PreTradeAnonymity	@PrTrdAnon	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
=>	962		SideTimeInForce	@SideTmFrc	N	Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order.
<Instrument>					Y	Insert here the set of "Instrument" fields defined in "Common Components of Application Messages".
711			NoUnderlyings	Undly	N	Number of underlyings
=>	<UnderlyingInstrument>				C	Must be provided if Number of underlyings > 0
555			NoLegs	Leg	N	Number of legs Identifies a Multi-leg Execution if present and non-zero.
=>	<InstrumentLeg>				C	Must be provided if Number of legs > 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=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
110			MinQty	@MinQty	N
1089			MatchIncrement	@MtchInc	N
1090			MaxPriceLevels	@MxPxLvls	N
<DisplayInstruction>					N	Insert here the set of "DisplayInstruction" fields defined in "common components of application messages".
111			MaxFloor	@MaxFloor	N	(Deprecated in FIX.5.0)
100			ExDestination	@ExDest	N
1133			ExDestinationIDSource	@ExDestIDSrc	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.
483			TransBkdTime	@TransBkdTm	N	A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU
<Stipulations>					N	Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages".
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.
1092			PriceProtectionScope	@PxPrtScp	N
99			StopPx	@StopPx	C	Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit".
<TriggeringInstruction>					N	Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages".
<SpreadOrBenchmarkCurveData>					N	Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages".
<YieldData>					N	Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages".
15			Currency	@Ccy	N
376			ComplianceID	@ComplianceID	N
23			IOIID	@IOIID	C	Required for Previously Indicated Orders (OrdType=E)
117			QuoteID	@QID	C	Required for Previously Quoted Orders (OrdType=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	(Deprecated in FIX.5.0)
<PegInstructions>					N	Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages".
<DiscretionInstructions>					N	Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages".
847			TargetStrategy	@TgtStrategy	N	The target strategy of the order
957			NoStrategyParameters	StrpPrmGrp	N	Indicates number of strategy parameters
=>	958		StrategyParameterName	@StrtPrmNme	C	Name of parameter
=>	959		StrategyParameterType	@StrtPrmTyp	N	Datatype of the parameter.
=>	960		StrategyParameterValue	@StrtPrmVal	N	Value of the parameter
848			TargetStrategyParameters	@TgtStrategyParameters	N	(Deprecated in FIX.5.0)For further specification of the TargetStrategy
849			ParticipationRate	@ParticipationRt	C	(Deprecated in FIX.5.0)Mandatory for a TargetStrategy=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

All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.