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.
<SideCrossOrdModGrp>			Y	Must be 1 or 2
<Instrument>			Y	Insert here the set of "Instrument" fields defined in "Common Components of Application Messages".
<UndInstrmtGrp>			N	Number of underlyings
<InstrmtLegGrp>			N	Number of Legs
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
<TrdgSesGrp>			N	Specifies the number of repeating TradingSessionIDs
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
<StrategyParametersGrp>			N	Strategy parameter block
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

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