FIX 5.0 SP1 : OrderMassActionReport <BZ> message

Structure | Related Messages

Description

The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order.

Order Mass Action Report

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = BZ
11 ClOrdID N ClOrdID provided on the Order Mass Action Request.
526 SecondaryClOrdID N
1369 MassActionReportID Y Unique Identifier for the Order Mass Action Report
1373 MassActionType Y Order Mass Action Request Type accepted by the system
1374 MassActionScope Y Specifies the scope of the action
1375 MassActionResponse Y

Indicates the action taken by the counterparty order handling system as a result of the Action Request

0 - Indicates Order Mass Action Request was rejected.

1376 MassActionRejectReason N

Indicates why Order Mass Action Request was rejected

Required if MassActionResponse = 0

533 TotalAffectedOrders N Optional field used to indicate the total number of orders affected by the Order Mass Action Request
Component Block - <AffectedOrdGrp> N Orders affected by the Order Mass Action Request.
1301 MarketID N MarketID for which orders are to be affected
1300 MarketSegmentID N MarketSegmentID for which orders are to be affected
336 TradingSessionID N TradingSessionID for which orders are to be affected
625 TradingSessionSubID N TradingSessionSubID for which orders are to be affected
Component Block - <Parties> N
Component Block - <Instrument> N
Component Block - <UnderlyingInstrument> N
54 Side N Side of the market specified on the Order Mass Action Request
60 TransactTime N Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component Block - <NotAffectedOrdersGrp> N List of orders not affected by the Order Mass Action Request.
Component Block - <StandardTrailer> Y

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