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u Cross Order Cancel Request

This message is used to fully cancel the remaining quantity of a cross order previously placed using Security List Request <35=x>.

Structure

TagNameTypeRequiredDescription
Component
Required
37StringUnique identifier of most recent order as assigned by sell-side (broker, exchange, ECN)
2422IntRequired if provided on the order being cancelled. Echo back the value provided by the requester
548String
Required
CrossID for the replacement order
551String
Required
Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace
961StringHost assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
549Int Enum
Required
550Int Enum
Required
ComponentThe 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
Component
Required
Must be 1 or 2
Component
Required
ComponentNumber of underlyings
ComponentNumber of Leg
1300String
60UTCTimestamp
Required
Time this order request was initiated/released by the trader, trading system, or intermediary
Component
Required