ZagTrader

FIX 5.0 SP2 Cross Order Cancel Request (35=u)

Cross Order Cancel Request (35=u) is a FIX 5.0 SP2 application message. In FIX 5.0 SP2 it has 5 required body fields.

MsgType (tag 35)
u
Name in FIX 5.0 SP2
CrossOrderCancelRequest
Category
Application
Required body fields
5

Fields in FIX 5.0 SP2

Body fields in the order the FIX 5.0 SP2 definition lists them. A repeating group starts with its counter field (NoXxx), followed by the fields of each entry, indented. A field inside an optional component or group is required only when that component or group is present. Nested components with many fields are listed by name; each of their fields has its own tag page.

TagFieldRequired
37OrderIDOptional
2422OrderRequestIDOptional
548CrossIDRequired
551OrigCrossIDRequired
961HostCrossIDOptional
549CrossTypeRequired
550CrossPrioritizationRequired
Component RootPartiesOptional
1116NoRootPartyIDs (repeating group)Optional
1117RootPartyIDOptional
1118RootPartyIDSourceOptional
1119RootPartyRoleOptional
2388RootPartyRoleQualifierOptional
Component RootSubParties (3 fields, not expanded here)Optional
Component SideCrossOrdCxlGrpRequired
552NoSides (repeating group)Optional
54SideRequired in each entry
41OrigClOrdIDOptional
11ClOrdIDRequired in each entry
526SecondaryClOrdIDOptional
583ClOrdLinkIDOptional
586OrigOrdModTimeOptional
Component Parties (8 fields, not expanded here)Optional
229TradeOriginationDateOptional
75TradeDateOptional
Component OrderQtyData (5 fields, not expanded here)Required in each entry
376ComplianceIDOptional
2404ComplianceTextOptional
2351EncodedComplianceTextLenOptional
2352EncodedComplianceTextOptional
58TextOptional
354EncodedTextLenOptional
355EncodedTextOptional
Component InstrumentRequired
55SymbolOptional
65SymbolSfxOptional
48SecurityIDOptional
22SecurityIDSourceOptional
Component SecAltIDGrp (4 fields, not expanded here)Optional
460ProductOptional
1227ProductComplexOptional
1151SecurityGroupOptional
461CFICodeOptional
2891UPICodeOptional
167SecurityTypeOptional
762SecuritySubTypeOptional
200MaturityMonthYearOptional
541MaturityDateOptional
1079MaturityTimeOptional
966SettleOnOpenFlagOptional
1049InstrmtAssignmentMethodOptional
965SecurityStatusOptional
224CouponPaymentDateOptional
1449RestructuringTypeOptional
1450SeniorityOptional
1451NotionalPercentageOutstandingOptional
1452OriginalNotionalPercentageOutstandingOptional
1457AttachmentPointOptional
1458DetachmentPointOptional
1739ObligationTypeOptional
2210AssetGroupOptional
1938AssetClassOptional
1939AssetSubClassOptional
1940AssetTypeOptional
2735AssetSubTypeOptional
Component SecondaryAssetGrp (5 fields, not expanded here)Optional
Component AssetAttributeGrp (4 fields, not expanded here)Optional
1941SwapClassOptional
1575SwapSubClassOptional
1942NthToDefaultOptional
1943MthToDefaultOptional
1944SettledEntityMatrixSourceOptional
1945SettledEntityMatrixPublicationDateOptional
1946CouponTypeOptional
1947TotalIssuedAmountOptional
1948CouponFrequencyPeriodOptional
1949CouponFrequencyUnitOptional
1950CouponDayCountOptional
2879CouponOtherDayCountOptional
1951ConvertibleBondEquityIDOptional
1952ConvertibleBondEquityIDSourceOptional
1953ContractPriceRefMonthOptional
1954LienSeniorityOptional
1955LoanFacilityOptional
1956ReferenceEntityTypeOptional
1957IndexSeriesOptional
1958IndexAnnexVersionOptional
1959IndexAnnexDateOptional
1960IndexAnnexSourceOptional
1577SettlRateIndexOptional
1580SettlRateIndexLocationOptional
1581OptionExpirationDescOptional
1678EncodedOptionExpirationDescLenOptional
1697EncodedOptionExpirationDescOptional
225IssueDateOptional
239RepoCollateralSecurityTypeOptional
226RepurchaseTermOptional
227RepurchaseRateOptional
228FactorOptional
255CreditRatingOptional
543InstrRegistryOptional
470CountryOfIssueOptional
471StateOrProvinceOfIssueOptional
472LocaleOfIssueOptional
240RedemptionDateOptional
202StrikePriceOptional
2578OrigStrikePriceOptional
2577StrikePricePrecisionOptional
947StrikeCurrencyOptional
2904StrikeCurrencyCodeSourceOptional
967StrikeMultiplierOptional
968StrikeValueOptional
1698StrikeUnitOfMeasureOptional
1866StrikeIndexOptional
2600StrikeIndexCurvePointOptional
2001StrikeIndexSpreadOptional
2601StrikeIndexQuoteOptional
1478StrikePriceDeterminationMethodOptional
1479StrikePriceBoundaryMethodOptional
1480StrikePriceBoundaryPrecisionOptional
1481UnderlyingPriceDeterminationMethodOptional
206OptAttributeOptional
231ContractMultiplierOptional
1435ContractMultiplierUnitOptional
2353TradingUnitPeriodMultiplierOptional
1439FlowScheduleTypeOptional
969MinPriceIncrementOptional
1146MinPriceIncrementAmountOptional
996UnitOfMeasureOptional
1147UnitOfMeasureQtyOptional
1716UnitOfMeasureCurrencyOptional
2905UnitOfMeasureCurrencyCodeSourceOptional
1191PriceUnitOfMeasureOptional
1192PriceUnitOfMeasureQtyOptional
1717PriceUnitOfMeasureCurrencyOptional
2906PriceUnitOfMeasureCurrencyCodeSourceOptional
1193SettlMethodOptional
2579SettlSubMethodOptional
1194ExerciseStyleOptional
1482OptPayoutTypeOptional
1195OptPayoutAmountOptional
2753ReturnTriggerOptional
1196PriceQuoteMethodOptional
1197ValuationMethodOptional
2002ValuationSourceOptional
2140ValuationReferenceModelOptional
1524PriceQuoteCurrencyOptional
2907PriceQuoteCurrencyCodeSourceOptional
1198ListMethodOptional
1199CapPriceOptional
1200FloorPriceOptional
201PutOrCallOptional
2681InTheMoneyConditionOptional
2685ContraryInstructionEligibilityIndicatorOptional
1244FlexibleIndicatorOptional
1242FlexProductEligibilityIndicatorOptional
2575BlockTradeEligibilityIndicatorOptional
2574LowExercisePriceOptionIndicatorOptional
997TimeUnitOptional
223CouponRateOptional
207SecurityExchangeOptional
970PositionLimitOptional
971NTPositionLimitOptional
106IssuerOptional
348EncodedIssuerLenOptional
349EncodedIssuerOptional
2737FinancialInstrumentShortNameOptional
2714FinancialInstrumentFullNameOptional
2715EncodedFinancialInstrumentFullNameLenOptional
2716EncodedFinancialInstrumentFullNameOptional
107SecurityDescOptional
350EncodedSecurityDescLenOptional
351EncodedSecurityDescOptional
Component SecurityXML (3 fields, not expanded here)Optional
691PoolOptional
667ContractSettlMonthOptional
875CPProgramOptional
876CPRegTypeOptional
Component EvntGrp (11 fields, not expanded here)Optional
873DatedDateOptional
874InterestAccrualDateOptional
Component InstrumentParties (8 fields, not expanded here)Optional
1687ShortSaleRestrictionOptional
Component ComplexEvents (88 fields, not expanded here)Optional
1787RefTickTableIDOptional
2141StrategyTypeOptional
2142CommonPricingIndicatorOptional
2143SettlDisruptionProvisionOptional
2752DeliveryRouteOrCharterOptional
2144InstrumentRoundingDirectionOptional
2145InstrumentRoundingPrecisionOptional
2576InstrumentPricePrecisionOptional
2962SecurityReferenceDataSupplementOptional
Component DateAdjustment (4 fields, not expanded here)Optional
Component PricingDateTime (7 fields, not expanded here)Optional
Component MarketDisruption (21 fields, not expanded here)Optional
Component OptionExercise (66 fields, not expanded here)Optional
Component StreamGrp (681 fields, not expanded here)Optional
Component ProvisionGrp (103 fields, not expanded here)Optional
Component AdditionalTermGrp (22 fields, not expanded here)Optional
Component ProtectionTermGrp (24 fields, not expanded here)Optional
Component CashSettlTermGrp (32 fields, not expanded here)Optional
Component PhysicalSettlTermGrp (8 fields, not expanded here)Optional
Component ExtraordinaryEventGrp (3 fields, not expanded here)Optional
2602ExtraordinaryEventAdjustmentMethodOptional
2603ExchangeLookAlikeOptional
Component UndInstrmtGrpOptional
711NoUnderlyings (repeating group)Optional
Component UnderlyingInstrument (1295 fields, not expanded here)Optional
Component InstrmtLegGrpOptional
555NoLegs (repeating group)Optional
Component InstrumentLeg (1246 fields, not expanded here)Optional
Component LegFinancingDetails (32 fields, not expanded here)Optional
1300MarketSegmentIDOptional
60TransactTimeRequired

Every message also carries the FIX 5.0 SP2 standard header (BeginString, BodyLength, MsgType, SenderCompID, TargetCompID, MsgSeqNum, SendingTime and others) and ends with CheckSum (10).

Also in other versions

Cross Order Cancel Request across all FIX versions

Decode a Cross Order Cancel Request message

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.