Imported from previous forum
[ original email was from ron newell - rnewell@cme.com ]
For both New Order Cross & Cross Order Cancel/Replace Request:
The Cross Order message type is premised on the repeating group NoSides (552). A number of tags currently not within this repeating group should perhaps be moved into it:
MinQty (110) MaxFloor (111)
MaxShow (210) TimeInForce (59)
EffectiveTime (168) ExpireTime (126)
ExpireDate (432) OrderType (40)
PriceType (423) HandInst (21)
ExecInst (18) NoTradingSessions (386)
TradingSessionID (336)
Some of the above may not be appropriate to move into NoSides while there are other tags that should and I have missed.
Given CrossType (549) = 3, however, an order only partially executed can continue working and some of the above tags may be useful for its continuing to work.
[ original email was from ron newell - rnewell@cme.com ]
> For both New Order Cross & Cross Order Cancel/Replace Request:
>
> The Cross Order message type is premised on the repeating group NoSides (552). A number of tags currently not within this repeating group should perhaps be moved into it:
>
> MinQty (110) MaxFloor (111)
> MaxShow (210) TimeInForce (59)
> EffectiveTime (168) ExpireTime (126)
> ExpireDate (432) OrderType (40)
> PriceType (423) HandInst (21)
> ExecInst (18) NoTradingSessions (386)
> TradingSessionID (336)
>
> Some of the above may not be appropriate to move into NoSides while there are other tags that should and I have missed.
>
> Given CrossType (549) = 3, however, an order only partially executed can continue working and some of the above tags may be useful for its continuing to work.
>
DiscretionInst (388) and DiscretionOffset (389) might also be moved into NoSides repeating group.