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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)
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
549Int Enum
Required
550Int Enum
Required
Component
Required
Must be 1 or 2
Component
Required
The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
ComponentNumber of underlyings
ComponentNumber of Leg
60UTCTimestamp
Required
Time this order request was initiated/released by the trader, trading system, or intermediary
Component
Required