Tag |
Field Name |
AbbrName |
Req'd |
Comments |
StandardHeader
|
|
Hdr |
Yes |
MsgType = u (lowercase U)
|
37 |
OrderID
|
OrdID |
|
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
|
548 |
CrossID
|
CrssID |
Yes |
CrossID for the replacement order
|
551 |
OrigCrossID
|
OrigCrssID |
Yes |
Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
|
961 |
HostCrossID
|
HstCxID |
|
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs |
549 |
CrossType
|
CrssTyp |
Yes |
|
550 |
CrossPrioritization
|
CrssPriortstn |
Yes |
|
RootParties
|
|
Pty |
|
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. |
SideCrossOrdCxlGrp
|
|
SideCrossCxl |
Yes |
Must be 1 or 2
|
Instrument
|
|
Instrmt |
Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
|
UndInstrmtGrp
|
|
Undly |
|
Number of underlyings
|
InstrmtLegGrp
|
|
Leg |
|
Number of Leg
|
60 |
TransactTime
|
TxnTm |
Yes |
Time this order request was initiated/released by the trader, trading system, or intermediary.
|
StandardTrailer
|
|
Trlr |
Yes |
|