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FIX 5.0 SP1 : OrderMassStatusRequest <AF> message

Structure | Related Messages

Description

The order mass status request message requests the status for orders matching criteria specified within the request.

A mass status request is assigned a ClOrdID <11> and is treated as a separate entity.

ExecutionReports with ExecType <150>="Order Status" are returned for all orders matching the criteria provided on the request.

Specifying order selection criteria is specified using the MassStatusReqType <585> field:

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = AF
584 MassStatusReqID Y Unique ID of mass status request as assigned by the institution.
585 MassStatusReqType Y Specifies the scope of the mass status request
Component Block - <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
1 Account N Account
660 AcctIDSource N
336 TradingSessionID N Trading Session
625 TradingSessionSubID N
Component Block - <Instrument> N Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Component Block - <UnderlyingInstrument> N Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
54 Side N Optional qualifier used to indicate the side of the market for which orders will be returned.
Component Block - <StandardTrailer> Y

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