CrossOrderCancelRequest Message

<CrssOrdCxlReq/>

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