| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Component Block <Standard Header> | Y | MsgType = u (lowercase U)
| |||
| 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 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 |
| |
|
Component Block <Order Qty Data> | Y | Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
| ||
|
376 | ComplianceID | N |
| |
|
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.
| |
| 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 Leg
| ||
|
Component Block <Instrument Leg> | N | Insert here the set of "InstrumentLeg" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES
Required if NoLegs > 0
| ||
| 60 | TransactTime | Y | Time this order request was initiated/released by the trader, trading system, or intermediary.
| ||
| Component Block <Standard Trailer> | Y |
| |||
| XML DTD | |||||
| <!ENTITY % CrssOrdCxlReqCustom "" > <!ENTITY % CrssOrdCxlReqContent "OrdID?, CrssID, OrigCrssID, CrssTyp, CrssPriortstn, SideCrossOrdCxlGrp+, Instrmt, UndInstrmtGrp*, InstrmtLegGrp*, TransactTm %CrssOrdCxlReqCustom;" > <!ELEMENT CrssOrdCxlReq (%CrssOrdCxlReqContent;)> <!ATTLIST CrssOrdCxlReq FIXMsgType_ENUM CDATA #FIXED "u" Category CDATA #FIXED "CrossOrders" FIXSpecVolume CDATA #FIXED 'Volume4' FullName CDATA #FIXED "CrossOrderCancelRequest" ComponentType CDATA #FIXED "Message" > | |||||