Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage.
Added
FIX.4.3
Expand Components | Collapse Components
Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = t (lowercase T) |
37 | OrderID | @OrdID |
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | |||
548 | CrossID | @ID |
CrossID for the replacement order | |||
551 | OrigCrossID | @OrigID |
Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. | |||
549 | CrossType | @Typ | ||||
550 | CrossPrioritization | @Priorty |
Component | SideCrossOrdModGrp | SideCrossMod |
Must be 1 or 2 |
Component | Instrument | Instrmt |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
Component | UndInstrmtGrp | Undly |
Number of underlyings |
Component | InstrmtLegGrp | Leg |
Number of Legs |
63 | SettlType | @SettlTyp | ||||
64 | SettlDate | @SettlDt |
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | |||
21 | HandlInst | @HandlInst | ||||
18 | ExecInst | @ExecInst |
Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. | |||
110 | MinQty | @MinQty | ||||
111 | MaxFloor | @MaxFloor | ||||
100 | ExDestination | @ExDest |
Component | TrdgSesGrp | TrdSes |
Specifies the number of repeating TradingSessionIDs |
81 | ProcessCode | @ProcCode |
Used to identify soft trades at order entry. | |||
140 | PrevClosePx | @PrevClsPx |
Useful for verifying security identification | |||
114 | LocateReqd | @LocReqd |
Required for short sell orders | |||
60 | TransactTime | @TxnTm |
Time this order request was initiated/released by the trader, trading system, or intermediary. |
Component | Stipulations | Stip |
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" |
40 | OrdType | @OrdTyp | ||||
423 | PriceType | @PxTyp | ||||
44 | Price | @Px |
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. | |||
99 | StopPx | @StopPx |
Required for OrdType = "Stop" or OrdType = "Stop limit". |
Component | SpreadOrBenchmarkCurveData | SprdBnchmkCurve |
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" |
Component | YieldData | Yield |
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" |
15 | Currency | @Ccy | ||||
376 | ComplianceID | @ComplianceID | ||||
23 | IOIID | @IOIID |
Required for Previously Indicated Orders (OrdType=E) | |||
117 | QuoteID | @QID |
Required for Previously Quoted Orders (OrdType=D) | |||
59 | TimeInForce | @TmInForce |
Absence of this field indicates Day order | |||
168 | EffectiveTime | @EfctvTm |
Can specify the time at which the order should be considered valid | |||
432 | ExpireDate | @ExpireDt |
Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | |||
126 | ExpireTime | @ExpireTm |
Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | |||
427 | GTBookingInst | @GTBkngInst |
States whether executions are booked out or accumulated on a partially filled GT order | |||
210 | MaxShow | @MaxShow |
Component | PegInstructions | PegInstr |
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" |
Component | DiscretionInstructions | DiscInstr |
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" |
847 | TargetStrategy | @TgtStrategy |
The target strategy of the order | |||
848 | TargetStrategyParameters | @TgtStrategyParameters |
For further specification of the TargetStrategy | |||
849 | ParticipationRate | @ParticipationRt |
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) | |||
480 | CancellationRights | @CxllationRights |
For CIV - Optional | |||
481 | MoneyLaunderingStatus | @MnyLaunderingStat | ||||
513 | RegistID | @RegistID |
Reference to Registration Instructions message for this Order. | |||
494 | Designation | @Designation |
Supplementary registration information for this Order |
Component | StandardTrailer |
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