FIX 5.0 SP1 : OrderMassCancelReport <r> message

Structure | Related Messages

Description

The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject <3> message.

Order Mass Cancel Report

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = r (lowercase R)
11 ClOrdID N ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders.
526 SecondaryClOrdID N
37 OrderID Y Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request.
198 SecondaryOrderID N Secondary Order ID assigned by the recipient of the Order Mass Cancel Request.
530 MassCancelRequestType Y Order Mass Cancel Request Type accepted by the system
531 MassCancelResponse Y

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

0 - Indicates Order Mass Cancel Request was rejected.

532 MassCancelRejectReason N

Indicates why Order Mass Cancel Request was rejected

Required if MassCancelResponse = 0

533 TotalAffectedOrders N Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
Component Block - <AffectedOrdGrp> N List of orders affected by the Order Mass Cancel Request
336 TradingSessionID N Trading Session in which orders are to be canceled
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 Side of the market specified on the Order Mass Cancel 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 - <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"
1369 MassActionReportID Y Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request
Component Block - <NotAffectedOrdersGrp> N List of orders not affected by Order Mass Cancel Request
1301 MarketID N
1300 MarketSegmentID N
Component Block - <StandardTrailer> Y

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