New Order Cross Message Fields (C1 and EDGX Only)

A New Order Cross message contains the details for both the agency (initiating) and contra side(s) of a cross order (such as an AIM order).Cross Order Acknowledgment, Cross Order Rejected, and Cross Order Cancelled messages will be used by the Exchange to respond to New Order Cross messages.

Required Order Attributes:

• Agency order’s Side must match the cross order’s CrossPrioritization
• Each contra-party allocation must have the opposite Side
• Each side’s cumulative AllocQty must equal the cross order’s OrderQty

The first entry in the repeating group is the agency order, followed by a maximum of 10 contra-party allocations. I.e., AllocCnt must be between 2 and 11.