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 |