Message CrossOrderCancelRequest (u)

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

Added in protocol FIX.4.3

See in: FIX.4.3, 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
ImplicitBlockRepeating SideCrossOrdCxlGrp Must be 1 or 2 Y FIX.4.4
Block Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Y FIX.4.3
ImplicitBlockRepeating UndInstrmtGrp Number of underlyings FIX.4.4
ImplicitBlockRepeating InstrmtLegGrp Number of Leg FIX.4.4
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