| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 54 | u | CrssOrdCxlReq |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.3 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | Hdr | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 37 | OrderID | OrdID | optional | SYNOPSIS:
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
|
| 548 | CrossID | CrssID | required | SYNOPSIS:
Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.
|
| 551 | OrigCrossID | OrigCrssID | required | SYNOPSIS:
CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.
|
| 549 | CrossType | CrssTyp | required | SYNOPSIS:
Type of cross being submitted to a market
|
| 550 | CrossPrioritization | CrssPriortstn | required | SYNOPSIS:
Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
|
| 2058 | SideCrossOrdCxlGrp | SideCrossCxl | required | SYNOPSIS: ELABORATION: |
| 1003 | Instrument | Instrmt | required | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 60 | TransactTime | TxnTm | required | SYNOPSIS:
Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |