Used to fully cancel the remaining open quantity of a cross order.
Added in protocol FIX.4.3
See in: FIX.4.4, 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 | ||
552 | NoSides | Must be 1 or 2 | Y | FIX.4.3 | |
54 | Side | Y | FIX.4.3 | ||
41 | OrigClOrdID | Y | FIX.4.3 | ||
11 | ClOrdID | Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. | Y | FIX.4.3 | |
526 | SecondaryClOrdID | FIX.4.3 | |||
583 | ClOrdLinkID | FIX.4.3 | |||
586 | OrigOrdModTime | FIX.4.3 | |||
BlockRepeating | Parties | Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 | ||
229 | TradeOriginationDate | FIX.4.3 | |||
Block | OrderQtyData | Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | Y | FIX.4.3 | |
376 | ComplianceID | FIX.4.3 | |||
58 | Text | FIX.4.3 | |||
354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.3 | ||
355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.3 | ||
Block | Instrument | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | Y | FIX.4.3 | |
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 |