about New Order- Cross, Multileg, List

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Imported from previous forum

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If New Order - Single Message is sent and then in case of cancel or replace to the message, used for [Order Cancel Request] or [ Order Cancel Reject] or [Order Cancel/Replace Request].

So , not only New Order - Single message but also New Order - Cross, Multileg, List used for [Order Cancel Request] or [ Order Cancel Reject] or [Order Cancel/Replace Request]?

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[ original email was from Jim Northey - jnorthey@lasalletech.com ]
List orders use the Order Cancel Request(msgType=F), Order Cancel Replace Request (msgType=G), Order Cancel Reject (msgType=9).

Cross Orders use the Cross Order Cancel Request (msgType=u (lower case U)), Cross Order Cancel Replace Request (msgType=t (lower case T)), and the order Cancel Reject (msgType=9). It was felt that cross orders needed to have more functionality regarding cancellation / modification of one side of the cross - so these new messages were added.

Multileg Orders use the Order Cancek Request (MsgType=F), Multileg Order Cancel Replace Request (msgType=AC), and the Order Cancel Reject (msgType=9). The reason for a different cancel replace message for multileg orders is to permit modification of individual legs of a multileg instrument (for instance changing the strike price or maturity date on one leg of an option strategy).

Please note also that Multileg orders are for instruments (such as option strategies, futures spreads, swaps, etc.) that are composed of two or more other instruments. The List order is used for trading baskets or a group of individual instruments.
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> If New Order - Single Message is sent and then in case of cancel or replace to the message, used for [Order Cancel Request] or [ Order Cancel Reject] or [Order Cancel/Replace Request].
>
> So , not only New Order - Single message but also New Order - Cross, Multileg, List used for [Order Cancel Request] or [ Order Cancel Reject] or [Order Cancel/Replace Request]?
>