Cross Order Cancel Replace Request

TagField NameReq'dComments
Component Block <Standard Header> Y MsgType = t (lowercase T)
37 OrderID N Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
548 CrossID Y CrossID for the replacement order
551 OrigCrossID Y Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
549 CrossType Y
550 CrossPrioritization Y
552 NoSides Y Must be 1 or 2
54 Side Y
41 OrigClOrdID Y
11 ClOrdID Y Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
526 SecondaryClOrdID N
583 ClOrdLinkID N
586 OrigOrdModTime N
Component Block <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
229 TradeOriginationDate N
75 TradeDate N
1 Account N
660 AcctIDSource N
581 AccountType N
589 DayBookingInst N
590 BookingUnit N
591 PreallocMethod N
70 AllocID N Used to assign an identifier to the block of individual preallocations
78 NoAllocs N Number of repeating groups for pre-trade allocation
79 AllocAccount N Required if NoAllocs > 0. Must be first field in repeating group.
661 AllocAcctIDSource N
736 AllocSettlCurrency N
467 IndividualAllocID N
Component Block <Nested Parties> N Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Used for NestedPartyRole=Clearing Firm
80 AllocQty N
854 QtyType N
Component Block <Order Qty Data> Y Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Commission Data> N Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
528 OrderCapacity N
529 OrderRestrictions N
582 CustOrderCapacity N
121 ForexReq N Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120 SettlCurrency N Required if ForexReq = Y.
775 BookingType N Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
77 PositionEffect N For use in derivatives omnibus accounting
203 CoveredOrUncovered N For use with derivatives, such as options
544 CashMargin N
635 ClearingFeeIndicator N
377 SolicitedFlag N
659 SideComplianceID N
Component Block <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
711 NoUnderlyings N Number of underlyings
Component Block <Underlying Instrument> N Insert here the set of "UnderlyingInstrument" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES. Required if NoUnderlyings > 0
555 NoLegs N Number of Legs
Component Block <Instrument Leg> N Insert here the set of "InstrumentLeg" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES Required if NoLegs > 0
63 SettlType N
64 SettlDate N Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
21 HandlInst N
18 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 N
111 MaxFloor N
100 ExDestination N
386 NoTradingSessions N Specifies the number of repeating TradingSessionIDs
336 TradingSessionID N Required if NoTradingSessions is > 0.
625 TradingSessionSubID N
81 ProcessCode N Used to identify soft trades at order entry.
140 PrevClosePx N Useful for verifying security identification
114 LocateReqd N Required for short sell orders
60 TransactTime Y Time this order request was initiated/released by the trader, trading system, or intermediary.
Component Block <Stipulations> N Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
40 OrdType Y
423 PriceType N
44 Price N 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.
99 StopPx N Required for OrdType = “Stop” or OrdType = “Stop limit”.
Component Block <Spread Or Benchmark Curve Data> N Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Yield Data> N Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
15 Currency N
376 ComplianceID N
23 IOIID N Required for Previously Indicated Orders (OrdType=E)
117 QuoteID N Required for Previously Quoted Orders (OrdType=D)
59 TimeInForce N Absence of this field indicates Day order
168 EffectiveTime N Can specify the time at which the order should be considered valid
432 ExpireDate N Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
126 ExpireTime N Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
427 GTBookingInst N States whether executions are booked out or accumulated on a partially filled GT order
210 MaxShow N
Component Block <Peg Instructions> N Insert here the set of "PegInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Discretion Instructions> N Insert here the set of "DiscretionInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
847 TargetStrategy N The target strategy of the order
848 TargetStrategyParameters N For further specification of the TargetStrategy
849 ParticipationRate N 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 N For CIV - Optional
481 MoneyLaunderingStatus N
513 RegistID N Reference to Registration Instructions message for this Order.
494 Designation N Supplementary registration information for this Order
Component Block <Standard Trailer> Y
XML DTD
<!ENTITY % CrssOrdCxlRplcReqCustom "" >
<!ENTITY % CrssOrdCxlRplcReqContent "OrdID?, CrssID, OrigCrssID, CrssTyp, CrssPriortstn, SideCrossOrdModGrp+, Instrmt, UndInstrmtGrp*, InstrmtLegGrp*, SettlTyp?, SettlDt?, HandlInst?, ExecInst?, MinQty?, MaxFloor?, ExDest?, TrdgSesGrp*, ProcCode?, PrevClsPx?, LocReqd?, TransactTm, Stips?, OrdTyp, PxTyp?, Px?, StopPx?, SpreadOrBnchmkCrvData?, YldData?, Ccy?, ComplianceID?, IOIID?, QuotID?, TmInForce?, EfctvTm?, ExpireDt?, ExpireTm?, GTBkngInst?, MaxShow?, PegInstrctns?, DsctnInstrctns?, TgtStrategy?, TgtStrategyParameters?, ParticipationRt?, CxllationRights?, MnyLaunderingStat?, RegistID?, Designation? %CrssOrdCxlRplcReqCustom;" >
<!ELEMENT CrssOrdCxlRplcReq (%CrssOrdCxlRplcReqContent;)>
<!ATTLIST CrssOrdCxlRplcReq
FIXMsgType_ENUM CDATA #FIXED "t"
Category CDATA #FIXED "CrossOrders"
FIXSpecVolume CDATA #FIXED 'Volume4'
FullName CDATA #FIXED "CrossOrderCancelReplaceRequest"
ComponentType CDATA #FIXED "Message" >