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.4.4, FIX.5.0, 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 | |
| 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 | 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 | |
| OptimisedImplicitBlockRepeating | 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 | |||
| 1089 | MatchIncrement | FIX.4.4 | |||
| 1090 | MaxPriceLevels | FIX.4.4 | |||
| Block | DisplayInstruction | Insert here the set of “DisplayInstruction” fields defined in “common components of application messages” | FIX.4.4 | ||
| 111 | MaxFloor | FIX.4.3 | Y | ||
| 100 | ExDestination | FIX.4.3 | |||
| 1133 | ExDestinationIDSource | FIX.4.4 | |||
| 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 | |
| 483 | TransBkdTime | A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU | FIX.4.4 | ||
| 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 | ||
| 1092 | PriceProtectionScope | FIX.4.4 | |||
| 99 | StopPx | Required for OrdType = “Stop” or OrdType = “Stop limit”. | FIX.4.3 | ||
| Block | TriggeringInstruction | Insert here the set of “TriggeringInstruction” fields defined in “common components of application messages” | FIX.5.0 | ||
| 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 | Y | ||
| 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 | ||
| ImplicitBlockRepeating | StrategyParametersGrp | Strategy parameter block | FIX.4.4 | ||
| 848 | TargetStrategyParameters | For further specification of the TargetStrategy | FIX.4.4 | Y | |
| 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 | Y | |
| 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 |