Description
Used to fully cancel the remaining open quantity of a cross order.
Cross Order Cancel Request
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType = u (lowercase U) | ||
| 37 | OrderID | N | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | |
| 2422 | OrderRequestID | N |
Required if provided on the order being cancelled. Echo back the value provided by the requester. |
|
| 548 | CrossID | Y | CrossID for the replacement order | |
| 551 | OrigCrossID | Y | Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. | |
| 961 | HostCrossID | N | Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs | |
| 549 | CrossType | Y | ||
| 550 | CrossPrioritization | Y | ||
| Component Block - <RootParties> | N | 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. | ||
| Component Block - <SideCrossOrdCxlGrp> | Y | Must be 1 or 2 | ||
| Component Block - <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | ||
| Component Block - <UndInstrmtGrp> | N | Number of underlyings | ||
| Component Block - <InstrmtLegGrp> | N | Number of Leg | ||
| 1300 | MarketSegmentID | N | ||
| 60 | TransactTime | Y | Time this order request was initiated/released by the trader, trading system, or intermediary. | |
| Component Block - <StandardTrailer> | Y | |||