Cross Order Cancel/Replace Request message

t Cross Order Cancel/Replace Request

This message is used to modify a cross order previously submitted using New Order Cross <35=s>. See also Order Cancel/Replace Request <35=G>.

The cross-order-specific fields CrossType (549) and CrossPrioritization (550) can not be modified using this message.

Structure

Tag	Name	Type	Description
	StandardHeader	Component
37	OrderID	String	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN)
2422	OrderRequestID	Int	Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester
548	CrossID	String	CrossID for the replacement order
551	OrigCrossID	String	Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace
961	HostCrossID	String	Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
549	CrossType	Int Enum
550	CrossPrioritization	Int Enum
	RootParties	Component	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
	SideCrossOrdModGrp	Component	Must be 1 or 2
	Instrument	Component
	UndInstrmtGrp	Component	Number of underlyings
	InstrmtLegGrp	Component	Number of Legs
63	SettlType	String Enum
64	SettlDate	LocalMktDate	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values
21	HandlInst	Char Enum
18	ExecInst	MultipleCharValue Enum	Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified
110	MinQty	Quantity
1822	MinQtyMethod	Int Enum
1089	MatchIncrement	Quantity
1090	MaxPriceLevels	Int
	DisplayInstruction	Component	The set of "DisplayInstruction" fields defined in "common components of application messages"
111	MaxFloor	Quantity
1300	MarketSegmentID	String
100	ExDestination	Exchange
1133	ExDestinationIDSource	Char Enum
	TrdgSesGrp	Component	Specifies the number of repeating TradingSessionIDs
81	ProcessCode	Char Enum	Used to identify soft trades at order entry
140	PrevClosePx	Price	Useful for verifying security identification
114	LocateReqd	Boolean Enum	Required for short sell orders
60	TransactTime	UTCTimestamp	Time this order request was initiated/released by the trader, trading system, or intermediary
483	TransBkdTime	UTCTimestamp	A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU
	Stipulations	Component
40	OrdType	Char Enum
423	PriceType	Int Enum
44	Price	Price	Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc
1092	PriceProtectionScope	Char Enum
99	StopPx	Price	Required for OrdType = "Stop" or OrdType = "Stop limit"
	TriggeringInstruction	Component	The set of "TriggeringInstruction" fields defined in "common components of application messages"
	SpreadOrBenchmarkCurveData	Component
	YieldData	Component
15	Currency	Currency
2897	CurrencyCodeSource	String Enum
376	ComplianceID	String
23	IOIID	String	Required for Previously Indicated Orders (OrdType=E)
117	QuoteID	String	Required for Previously Quoted Orders (OrdType=D)
59	TimeInForce	Char Enum	Absence of this field indicates Day order
168	EffectiveTime	UTCTimestamp	Can specify the time at which the order should be considered valid
432	ExpireDate	LocalMktDate	Conditionally required if TimeInForce = GTD and ExpireTime is not specified
126	ExpireTime	UTCTimestamp	Conditionally required if TimeInForce = GTD and ExpireDate is not specified
427	GTBookingInst	Int Enum	States whether executions are booked out or accumulated on a partially filled GT order
1629	ExposureDuration	Int	Conditionally required when TimeInForce(59)=10 (Good for Time)
1916	ExposureDurationUnit	Int Enum
1815	TradingCapacity	Int Enum
210	MaxShow	Quantity
	PegInstructions	Component
	DiscretionInstructions	Component
847	TargetStrategy	Int Enum	The target strategy of the order
	StrategyParametersGrp	Component	Strategy parameter block
848	TargetStrategyParameters	String	For further specification of the TargetStrategy
849	ParticipationRate	Percentage	Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate
480	CancellationRights	Char Enum	For CIV - Optional
481	MoneyLaunderingStatus	Char Enum
513	RegistID	String	Reference to Registration Instructions message for this Order
494	Designation	String	Supplementary registration information for this Order
1685	ThrottleInst	Int Enum
	StandardTrailer	Component

Quote Settlement Instructions