Message
CrossOrderCancelRequest (u)
| ID | 54 |
| Abbr Name | CrssOrdCxlReq |
| Pedigree | Added FIX.4.3 |
Used to fully cancel the remaining open quantity of a cross order.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = u (lowercase U) | Added FIX.4.3 | ||
37 | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | Added FIX.4.3 | |||
548 | Y | CrossID for the replacement order | Added FIX.4.3 | ||
551 | Y | Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. | Added FIX.4.3 | ||
549 | Y | Added FIX.4.3 | |||
550 | Y | Added FIX.4.3 | |||
SideCrossOrdCxlGrp | Y | Must be 1 or 2 | Added FIX.4.4 | ||
Instrument | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | ||
UndInstrmtGrp | Number of underlyings | Added FIX.4.4 | |||
InstrmtLegGrp | Number of Leg | Added FIX.4.4 | |||
60 | Y | Time this order request was initiated/released by the trader, trading system, or intermediary. | Added FIX.4.3 | ||
StandardTrailer | Y | Added FIX.4.3 |
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