FIX.Latest_EP269 Message

CrossOrderCancelRequest [type 'u']

<CrssOrdCxlReq>

Used to fully cancel the remaining open quantity of a cross order.

Pedigree Added FIX.4.3

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderBaseHeaderYMsgType = u (lowercase U)Added FIX.4.3
37OrderIDOrdID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).Added FIX.4.3
2422OrderRequestIDOrdReqID Required if provided on the order being cancelled. Echo back the value provided by the requester.Added EP188
548CrossIDIDYCrossID for the replacement orderAdded FIX.4.3
551OrigCrossIDOrigIDYMust match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.Added FIX.4.3
961HostCrossIDHstCxID Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legsAdded FIX.4.4
549CrossTypeTypYAdded FIX.4.3
550CrossPrioritizationPriortyYAdded FIX.4.3
ComponentRootPartiesPty 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.Added FIX.4.4
ComponentSideCrossOrdCxlGrpSideCrossCxlYMust be 1 or 2Added FIX.4.4
ComponentInstrumentInstrmtYInsert here the set of Instrument (symbology) fields defined in Common Components of Application MessagesAdded FIX.4.3
ComponentUndInstrmtGrpUndly Number of underlyingsAdded FIX.4.4