CrossOrderCancelRequest (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	Time this order request was initiated/released by the trader, trading system, or intermediary.
2422	OrderRequestID	@OrdReqID	N	Required if provided on the order being 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 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	Number of Leg.
<SideCrossOrdCxlGrp>			Y	Must be 1 or 2
<Instrument>			Y
<UndInstrmtGrp>			N	Number of underlyings
<InstrmtLegGrp>			N	Number of Leg
1300	MarketSegmentID	@MktSegID	N	Identifies the market segment
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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