| FRAMES | NO FRAMES |
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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 | @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 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 | SideCrossCxl | 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 | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". | ||||
| => | 229 | TradeOriginationDate | @OrignDt | N | |||
| => | 75 | TradeDate | @TrdDt | N | |||
| => | <OrderQtyData> | Y | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages". | ||||
| => | 376 | ComplianceID | @ComplianceID | N | |||
| => | 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. | ||
| <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 | ||||
| 60 | TransactTime | @TxnTm | Y | Time this order request was initiated/released by the trader, trading system, or intermediary. | |||
| <Standard Message Trailer> | Y | ||||||
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| FRAMES | NO FRAMES |