FIX 5.0 SP1 : OrderMassActionRequest <CA> message

Structure | Related Messages

Description

The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding S to the ExecInst <18> values. It can also be used for mass order cancellation.

An Order Mass Action Request is assigned a ClOrdID <11> and is treated as a separate entity. The Order Mass Action Request is acknowledged using an Order Mass Action Report. The Order Mass Action Report will contain the ClOrdID <11> that was specified on the Order Mass Action Request. The ClOrdID <11> assigned to the suspension or release request must be unique amongst the ClOrdID <11> assigned to regular orders, replacement orders, cancel requests, etc.

An immediate response to this message is required. It is recommended that an Execution Report with ExecType <150>=Pending Replace (or Pending Cancel if used for mass cancellation) be sent unless the Order Mass Action Request can be immediately accepted (Execution Report with ExecType <150>=Replaced or Canceled).

Specifying filtering criteria is done using the MassActionType <1373> field.

Order Mass Action Request

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = CA
11 ClOrdID Y Unique ID of Order Mass Action Request as assigned by the institution.
526 SecondaryClOrdID N
1373 MassActionType Y Specifies the type of action requested
1374 MassActionScope Y Specifies the scope of the action
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 Trading Session in which orders are to be affected
625 TradingSessionSubID N
Component Block - <Parties> N
Component Block - <Instrument> N
Component Block - <UnderlyingInstrument> N
54 Side N
60 TransactTime Y
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 - <StandardTrailer> Y

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