Definition
The CrossOrderCancelRequest(35=u) message is used to fully cancel the remaining open quantity of a cross order.
Message structure 3921 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
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StandardHeaderComponentRequired
MsgType = u (lowercase U)
StandardHeader definition & usage →
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Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
Required if provided on the order being cancelled. Echo back the value provided by the requester.
CrossID for the replacement order
Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
RootPartiesRepeating groupCount tag 1116—
Used for acting parties that applies to the whole message, not individual sides.
RootParties definition & usage →
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SideCrossOrdCxlGrpRepeating groupCount tag 552Required
Must be 1 or 2
SideCrossOrdCxlGrp definition & usage →
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InstrumentComponentRequired
Instrument definition & usage →
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UndInstrmtGrpRepeating groupCount tag 711—
Number of underlyings
UndInstrmtGrp definition & usage →
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InstrmtLegGrpRepeating groupCount tag 555—
Number of Leg
InstrmtLegGrp definition & usage →
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Time this order request was initiated/released by the trader, trading system, or intermediary.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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