This message is used to fully cancel the remaining quantity of a cross order previously placed using Security List Request <35=x>.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
37 | String | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN) | ||
548 | String | CrossID for the replacement order | ||
551 | String | Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace | ||
549 | Int Enum | |||
550 | Int Enum | |||
Component | Must be 1 or 2 | |||
Component | The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
Component | Number of underlyings | |||
Component | Number of Leg | |||
60 | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary | ||
Component |