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

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