| Tag | Field Name | Req'd | Comments |
|---|
| StandardHeader | | Yes |
MsgType = u (lowercase U)
|
| 37 | OrderID | No |
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
|
| 548 | CrossID | Yes |
CrossID for the replacement order
|
| 551 | OrigCrossID | Yes |
Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
|
| 961 | HostCrossID | No | Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs |
| 549 | CrossType | Yes | |
| 550 | CrossPrioritization | Yes | |
| RootParties | | No | 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 | | Yes |
Must be 1 or 2
|
| Instrument | | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
|
| UndInstrmtGrp | | No |
Number of underlyings
|
| InstrmtLegGrp | | No |
Number of Leg
|
| 60 | TransactTime | Yes |
Time this order request was initiated/released by the trader, trading system, or intermediary.
|
| StandardTrailer | | Yes | |