Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN)

Required if provided on the order being cancelled. Echo back the value provided by the requester

CrossID for the replacement order

Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace

Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs

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

Must be 1 or 2

Number of underlyings

Number of Leg

Time this order request was initiated/released by the trader, trading system, or intermediary