Message CrossOrderCancelReplaceRequest (t)
Used to modify a cross order previously submitted using the New Order - Cross message.
Added in protocol FIX.4.3
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = t (lowercase T) | Y | FIX.4.3 | |
| 37 | OrderID | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | FIX.4.3 | ||
| 548 | CrossID | CrossID for the replacement order | Y | FIX.4.3 | |
| 551 | OrigCrossID | Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. | Y | FIX.4.3 | |
| 549 | CrossType | Y | FIX.4.3 | ||
| 550 | CrossPrioritization | Y | FIX.4.3 | ||
| 552 | NoSides | Must be 1 or 2 | Y | FIX.4.3 | |
| 54 | Side | Y | FIX.4.3 | ||
| 41 | OrigClOrdID | Y | FIX.4.3 | ||
| 11 | ClOrdID | Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. | Y | FIX.4.3 | |
| 526 | SecondaryClOrdID | FIX.4.3 | |||
| 583 | ClOrdLinkID | FIX.4.3 | |||
| 586 | OrigOrdModTime | FIX.4.3 | |||
| BlockRepeating | Parties | Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 | ||
| 229 | TradeOriginationDate | FIX.4.3 | |||
| 1 | Account | FIX.4.3 | |||
| 581 | AccountType | FIX.4.3 | |||
| 589 | DayBookingInst | FIX.4.3 | |||
| 590 | BookingUnit | FIX.4.3 | |||
| 591 | PreallocMethod | FIX.4.3 | |||
| 78 | NoAllocs | Number of repeating groups for pre-trade allocation | FIX.4.3 | ||
| 79 | AllocAccount | Required if NoAllocs > 0. Must be first field in repeating group. | FIX.4.3 | ||
| 467 | IndividualAllocID | FIX.4.3 | |||
| BlockRepeating | NestedParties | Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Used for NestedPartyRole=Clearing Firm | FIX.4.3 | ||
| 80 | AllocShares | FIX.4.3 | |||
| 465 | QuantityType | FIX.4.3 | |||
| Block | OrderQtyData | Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | Y | FIX.4.3 | |
| Block | CommissionData | Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 | ||
| 528 | OrderCapacity | FIX.4.3 | |||
| 529 | OrderRestrictions | FIX.4.3 | |||
| 582 | CustOrderCapacity | FIX.4.3 | |||
| 121 | ForexReq | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. | FIX.4.3 | ||
| 120 | SettlCurrency | Required if ForexReq = Y. | FIX.4.3 | ||
| 58 | Text | FIX.4.3 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.3 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.3 | ||
| 77 | OpenClose | For use in derivatives omnibus accounting | FIX.4.3 | ||
| 203 | CoveredOrUncovered | For use with derivatives, such as options | FIX.4.3 | ||
| 544 | CashMargin | FIX.4.3 | |||
| 635 | ClearingFeeIndicator | FIX.4.3 | |||
| 377 | SolicitedFlag | FIX.4.3 | |||
| 659 | SideComplianceID | FIX.4.3 | |||
| Block | Instrument | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | Y | FIX.4.3 | |
| 63 | SettlmntTyp | FIX.4.3 | |||
| 64 | FutSettDate | Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. | FIX.4.3 | ||
| 21 | HandlInst | Y | FIX.4.3 | ||
| 18 | ExecInst | 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. | FIX.4.3 | ||
| 110 | MinQty | FIX.4.3 | |||
| 111 | MaxFloor | FIX.4.3 | |||
| 100 | ExDestination | FIX.4.3 | |||
| 386 | NoTradingSessions | Specifies the number of repeating TradingSessionIDs | FIX.4.3 | ||
| 336 | TradingSessionID | Required if NoTradingSessions is > 0. | FIX.4.3 | ||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| 81 | ProcessCode | Used to identify soft trades at order entry. | FIX.4.3 | ||
| 140 | PrevClosePx | Useful for verifying security identification | FIX.4.3 | ||
| 114 | LocateReqd | Required for short sell orders | FIX.4.3 | ||
| 60 | TransactTime | Time this order request was initiated/released by the trader, trading system, or intermediary. | Y | FIX.4.3 | |
| BlockRepeating | Stipulations | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 | ||
| 40 | OrdType | Y | FIX.4.3 | ||
| 423 | PriceType | FIX.4.3 | |||
| 44 | 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. | FIX.4.3 | ||
| 99 | StopPx | Required for OrdType = "Stop" or OrdType = "Stop limit". | FIX.4.3 | ||
| Block | SpreadOrBenchmarkCurveData | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 | ||
| Block | YieldData | Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 | ||
| 15 | Currency | FIX.4.3 | |||
| 376 | ComplianceID | FIX.4.3 | |||
| 23 | IOIid | Required for Previously Indicated Orders (OrdType=E) | FIX.4.3 | ||
| 117 | QuoteID | Required for Previously Quoted Orders (OrdType=D) | FIX.4.3 | ||
| 59 | TimeInForce | Absence of this field indicates Day order | FIX.4.3 | ||
| 168 | EffectiveTime | Can specify the time at which the order should be considered valid | FIX.4.3 | ||
| 432 | ExpireDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | FIX.4.3 | ||
| 126 | ExpireTime | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | FIX.4.3 | ||
| 427 | GTBookingInst | States whether executions are booked out or accumulated on a partially filled GT order | FIX.4.3 | ||
| 210 | MaxShow | FIX.4.3 | |||
| 211 | PegDifference | Amount (signed) added to the price of the peg | FIX.4.3 | ||
| 388 | DiscretionInst | Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. | FIX.4.3 | ||
| 389 | DiscretionOffset | Amount (signed) added to the "related to" price specified via DiscretionInst. | FIX.4.3 | ||
| 480 | CancellationRights | For CIV - Optional | FIX.4.3 | ||
| 481 | MoneyLaunderingStatus | For CIV - Optional | FIX.4.3 | ||
| 513 | RegistID | Reference to Registration Instructions message for this Order. | FIX.4.3 | ||
| 494 | Designation | Supplementary registration information for this Order | FIX.4.3 | ||
| 158 | AccruedInterestRate | Can be specified on the order for Fixed Income Municipals | FIX.4.3 | ||
| 159 | AccruedInterestAmt | Can be specified on the order for Fixed Income Municipals | FIX.4.3 | ||
| 118 | NetMoney | Can be specified on the order for Fixed Income Municipals | FIX.4.3 | ||
| Block | StandardTrailer | Y | FIX.4.3 |