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. | |||||
| <SideCrossOrdCxlGrp> | 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 Leg. | |||||
| 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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