EP003 – Cross Order Extensions
This proposal adapts the FIX 4.4 Cross Order model for CME’s exchange-based cross-order submission process. It revises New Order Cross, both cross-order cancellation messages and Execution Report. Two principal enhancements are introduced: SideTimeInForce, allowing the two sides of a cross to have different duration instructions, and HostCrossID, providing a host-assigned identifier for the complete cross and its resulting execution reports.










