FIX 4.3 : Order Mass Status Request <AF> message

Structure | Related Messages

Description

The Order Mass Status Request <AF> 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:

Field Value

Description

Explanation

1

Status for all orders for a security

Return status on orders that match the security identification block, all fields required to uniquely qualify the security should be specified.

2

Status for all orders for an Underlying security

Return status on orders that match the underlying security identification block, all fields required to uniquely identify the underlying security should be populated

3

Status for all orders for a Product <460>

Return status on orders for a specific type of Product <460> (high-level security classification), Only Product <460> should be specified

4

Status for all orders for a CFICode <461>

Return status on orders for a specific type of CFICode <461> (security classification), Only CFICode <461> should be specified

5

Status for all orders for a SecurityType <167>

Return status on orders for a specific type of security, Only SecurityType <167> should be specified

6

Status for all orders for a trading session

Return status on orders for a specific trading session, TradingSessionID <336> must be specified.

7

Status for all orders

Return status on all orders for the firm identified using this FIX connection

8

Status for order belonging to a PartyID <448>

Status all orders belonging to a PartyID <448>

9

Status for all orders for an Account <1>

Status for orders for an account.

Example uses of MassStatusReqType <585> with Qualifiers:

  • Status for a Symbol <55>
  • Status for an underlying
  • Status orders on one side of a market for a symbol
  • Status orders for a specific option series
  • Status all orders
  • Status all orders on one side of a market
  • Status all money market orders
  • Status all common stock orders
  • Status all orders for a trading session
  • Status all orders for a trading session on one side of a market
  • Status all orders for a trading session for an underlying on one side of a market
  • Status all orders belonging to a PartyID <448>.
  • Status all orders belonging to an Account <1>

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = 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 <1>

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.

<MessageTrailer> Y

 

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