Message CrossOrderCancelReplaceRequest (t)

Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage.

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 = 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
ImplicitBlockRepeating SideCrossOrdModGrp 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 Legs FIX.4.4
63 SettlType FIX.4.3
64 SettlDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
21 HandlInst 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
ImplicitBlockRepeating TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
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
Block PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
Block DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy The target strategy of the order FIX.4.4
848 TargetStrategyParameters For further specification of the TargetStrategy FIX.4.4
849 ParticipationRate Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4
480 CancellationRights For CIV - Optional FIX.4.3
481 MoneyLaunderingStatus 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
Block StandardTrailer Y FIX.4.3