Used to fully cancel the remaining open quantity of a cross order.
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 = 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 | |
| 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 | SideCrossOrdCxlGrp | 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 Leg | FIX.4.4 | ||
| 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 |