Message CrossRequest Scenario base

SYNOPSIS: The CrossRequest(35=DS) message is used to indicate the submission of orders or quotes that may result in a crossed trade.
ELABORATION: Regulatory requirements can allow exchanges to match orders belonging to the same account, firm or other common attribute. This can include the requirement to first announce the intention to cross orders. The time permitted between the announcement and the actual cross is typically well defined and may depend on the maximum quantity announced.

ID MsgType Abbr Flow
155DSCrssReq

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2223

Responses

None

Members

CrossRequest base members
ID Name Abbr Presence Description
1024StandardHeaderBaseHeaderrequiredSYNOPSIS: The standard FIX message header
ELABORATION:
2672CrossRequestIDCrssReqID required SYNOPSIS: Unique message identifier for a cross request as assigned by the submitter of the request.
1301MarketIDMktID optional SYNOPSIS: Identifies the market
1300MarketSegmentIDMktSegID optional SYNOPSIS: Identifies the market segment
1003InstrumentInstrmtrequiredSYNOPSIS: 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:
38OrderQtyQty optional SYNOPSIS: Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int)
376ComplianceIDComplianceID optional SYNOPSIS: ID used to represent this transaction for compliance purposes (e.g. OATS reporting).
2404ComplianceTextComplianceTxt optional SYNOPSIS: Free text for compliance information required for regulatory reporting.
1025StandardTrailerTrlrrequiredSYNOPSIS: The standard FIX message trailer
ELABORATION: