Message CrossOrderCancelRequest (u)
Used to fully cancel the remaining open quantity of a cross order.
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 = u (lowercase U) | 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 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 | |||
| Block | OrderQtyData | Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | Y | FIX.4.3 | |
| 376 | ComplianceID | 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 | ||
| Block | Instrument | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | Y | FIX.4.3 | |
| 60 | TransactTime | Time this order request was initiated/released by the trader, trading system, or intermediary. | Y | FIX.4.3 | |
| Block | StandardTrailer | Y | FIX.4.3 |