FIX TAG 549
CrossType
Definition
Type of cross being submitted to a market
Compare versions
Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 4.4 FIX 5.0 SP2
Value text or deprecation changed 4
| Value | FIX 4.4 | FIX 5.0 SP2 |
|---|---|---|
1 | Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None. | Cross AON - cross trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an "All or None". |
2 | Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The CrossPrioritzation (550) field may be used to indicate which side should fully execute in this scenario. | Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization(550) field may be used to indicate which side should fully execute in this scenario. |
3 | Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active. | Cross One Side - cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active. |
4 | Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities. | Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities. |
Values 4
| Value | Meaning |
|---|---|
1 | Cross AON - cross trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an "All or None". |
2 | Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization(550) field may be used to indicate which side should fully execute in this scenario. |
3 | Cross One Side - cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active. |
4 | Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities. |
About the int data type
Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.
Used in messages 4
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=8ExecutionReportMessage body35=sNewOrderCrossMessage body35=tCrossOrderCancelReplaceRequestMessage body35=uCrossOrderCancelRequestMessage body