The CrossRequest(35=DS) message is used to indicate the submission of orders or quotes that may result in a crossed trade.
Additional detail from the official source
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.
Message structure 1292 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.
Includes nested components and groups. Escape clears the filter.