Cross Order Cancel Request (MsgType = u, FIXML = CrssOrdCxlReq)

Used to fully cancel the remaining open quantity of a cross order.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = u
37 OrderID @OrdID N Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
548 CrossID @CrssID Y CrossID for the replacement order
551 OrigCrossID @OrigCrssID Y Must match the CrossID (548) of previous cross order. Same order chaining mechanism as ClOrdID (11) / OrigClOrdID (41) with single order Cancel/Replace (G) .
549 CrossType @CrssTyp Y
550 CrossPrioritization @CrssPriortstn Y
552 NoSides SideCrossCxl Y Must be 1 or 2
=> 54 Side @Side Y
=> 41 OrigClOrdID @OrigClOrdID Y
=> 11 ClOrdID @ClOrdID Y Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
=> 526 SecondaryClOrdID @ClOrdID2 N
=> 583 ClOrdLinkID @ClOrdLinkID N
=> 586 OrigOrdModTime @OrigOrdModTm N
=> <Parties> N
=> 229 TradeOriginationDate @OrignDt N
=> 75 TradeDate @TrdDt N
=> <Order Qty Data> Y
=> 376 ComplianceID @ComplianceID N
=> 58 Text @Txt N
=> 354 EncodedTextLen @EncTxtLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
=> 355 EncodedText @EncTxt C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Instrument> Y
711 NoUnderlyings Undly N Number of underlyings
=> <Underlying Instrument> C Must be provided if Number of underlyings > 0
555 NoLegs Leg N Number of legs
=> <Instrument Leg> C Required if NoLegs (555) > 0
60 TransactTime @TxnTm N Time this order request was initiated/released by the trader, trading system, or intermediary.
<Standard Message Trailer> Y