CrossOrderCancelReplaceRequest (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	Supplementary registration information for this Order
2422	OrderRequestID	@OrdReqID	N	Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester.
548	CrossID	@CrssID	Y	CrossID for the replacement order
551	OrigCrossID	@OrigCrssID	Y	Must match the CrossID 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	Type of cross being submitted to a market
550	CrossPrioritization	@CrssPriortstn	Y	Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
<RootParties>			N	Strategy parameter block
<SideCrossOrdModGrp>			Y	Must be 1 or 2
<Instrument>			Y
<UndInstrmtGrp>			N	Number of underlyings
<InstrmtLegGrp>			N	Number of Legs
63	SettlType	@SettlTyp	N	Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
64	SettlDate	@SettlDt	C	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
21	HandlInst	@HandlInst	N	Instructions for order handling on Broker trading floor
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	Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)
1822	MinQtyMethod	@MinQtyMeth	N	Indicates how the minimum quantity should be applied when executing the order.
1089	MatchIncrement	@MtchInc	N	Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.
1090	MaxPriceLevels	@MxPxLvls	N	Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.
<DisplayInstruction>			N
111	MaxFloor	@MaxFloor	N	The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.
1300	MarketSegmentID	@MktSegID	N	Identifies the market segment
100	ExDestination	@ExDest	N	Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C"
1133	ExDestinationIDSource	@ExDestIDSrc	N	The ID source of ExDestination
<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	Order type. * SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" * (see Volume : "Glossary" for value definitions)
423	PriceType	@PxTyp	N	Code to represent the price type.
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	Defines the type of price protection the customer requires on their order.
99	StopPx	@StopPx	C	Required for OrdType = "Stop" or OrdType = "Stop limit".
<TriggeringInstruction>			N
<SpreadOrBenchmarkCurveData>			N
<YieldData>			N
15	Currency	@Ccy	N	Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible. For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s).
2897	CurrencyCodeSource	@CcySrc	N	Identifies class or source of the Currency(15) value.
376	ComplianceID	@ComplianceID	N	ID used to represent this transaction for compliance purposes (e.g. OATS reporting).
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 = GTD and ExpireTime is not specified.
126	ExpireTime	@ExpireTm	C	Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
427	GTBookingInst	@GTBkngInst	N	States whether executions are booked out or accumulated on a partially filled GT order
1629	ExposureDuration	@ExpsreDur	N	Conditionally required when TimeInForce(59)=10 (Good for Time)
1916	ExposureDurationUnit	@ExpsreDurUnit	N	Time unit in which the ExposureDuration(1629) is expressed.
1815	TradingCapacity	@TrdgCpcty	N	Designates the capacity in which the order is submitted for trading by the market participant.
210	MaxShow	@MaxShow	N	Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int)
<PegInstructions>			N
<DiscretionInstructions>			N
847	TargetStrategy	@TgtStrategy	N	The target strategy of the order
<StrategyParametersGrp>			N	Strategy parameter block
848	TargetStrategyParameters	@TgtStrategyParameters	N	For further specification of the TargetStrategy
849	ParticipationRate	@ParticipationRt	C	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	A one character code identifying Money laundering status.
513	RegistID	@RegistID	N	Reference to Registration Instructions message for this Order.
494	Designation	@Designation	N	Supplementary registration information for this Order
1685	ThrottleInst	@ThrttlInst	N	Describes action recipient should take if a throttle limit were exceeded.
<Standard Message Trailer>			Y

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