| 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 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. |
| 549 |
CrossType |
Y |
|
| 550 |
CrossPrioritization |
Y |
|
|
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 |
| 60 |
TransactTime |
Y |
Time this order request was initiated/released by the trader, trading system, or intermediary. |
| 961 |
HostCrossID |
N |
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs |
|
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.
|
| <MessageTrailer> |
Y |
|
