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.4.4, 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
961 HostCrossID Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs FIX.4.4
549 CrossType Y FIX.4.3
550 CrossPrioritization Y FIX.4.3
BlockRepeating RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. FIX.4.4
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
OptimisedImplicitBlockRepeating UndInstrmtGrp Number of underlyings FIX.4.4
OptimisedImplicitBlockRepeating 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