| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = u
|
| 37 |
OrderID |
N |
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
|
| 548 |
CrossID |
Y |
CrossID <548> for the replacement order
|
| 551 |
OrigCrossID |
Y |
Must match the CrossID <548> of previous cross order. Same order chaining mechanism as ClOrdID <11>/OrigClOrdID <41> with single order Cancel/Replace.
|
| 549 |
CrossType |
Y |
|
| 550 |
CrossPrioritization |
Y |
|
| 552 |
NoSides |
Y |
Must be 1 or 2
|
| => |
54 |
Side |
Y |
|
| => |
41 |
OrigClOrdID |
Y |
|
| => |
11 |
ClOrdID |
Y |
Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
|
| => |
526 |
SecondaryClOrdID |
N |
|
| => |
583 |
ClOrdLinkID |
N |
|
| => |
586 |
OrigOrdModTime |
N |
|
| => |
Component Block - <Parties> |
N |
Insert here the set of "<Parties>" (firm identification) fields
|
| => |
229 |
TradeOriginationDate |
N |
|
| => |
75 |
TradeDate |
N |
|
| => |
Component Block - <OrderQtyData> |
Y |
Insert here the set of "<OrderQtyData>" fields
|
| => |
376 |
ComplianceID |
N |
|
| => |
58 |
Text |
N |
|
| => |
354 |
EncodedTextLen |
N |
Must be set if EncodedText <355> field is specified and must immediately precede it.
|
| => |
355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
|
|
Component Block - <Instrument> |
Y |
Insert here the set of "<Instrument>" (symbology) fields
|
| 711 |
NoUnderlyings |
N |
Number of underlyings
|
| => |
Component Block - <UnderlyingInstrument> |
N |
Insert here the set of "<UnderlyingInstrument>" fields.
Required if NoUnderlyings <711> > 0
|
| 555 |
NoLegs |
N |
Number of Leg
|
| => |
Component Block - <InstrumentLeg> |
N |
Insert here the set of "<InstrumentLeg>" fields
Required if NoLegs <555> > 0
|
| 60 |
TransactTime |
Y |
Time this order request was initiated/released by the trader, trading system, or intermediary.
|
| <MessageTrailer> |
Y |
|
