FIX Message CrossOrderCancelReplaceRequest (MsgType=t)
|MsgType||FIX Specification||First introduced|
|MsgType=t||Trade messages - CrossOrders||FIX.4.3|
Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage.
Refer to the Order Cancel Replace Request (a.k.a. Order Modification Request) message for restrictions on what fields can be changed during a cancel replace.
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