Description

The MassOrder <DJ> message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available.

The behavior of individual orders within a MassOrder <DJ> may vary depending upon its attributes, e.g. OrdType <40> and TimeInForce <59>. Individual orders may be modified or deleted/cancelled with single order messages such as OrderCancelReplaceRequest <G> and OrderCancelRequest <F>. Each of the orders in the MassOrder <DJ> are to be treated as stand-alone individual orders.

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y

MsgType=DJ

2423 MassOrderRequestID Y

Unique identifier of MassOrder <DJ> message as assigned by the submitter of the request.

2427 OrderResponseLevel N
1301 MarketID N
1300 MarketSegmentID N
Component Block - <Parties> N

This is party information related to the submitter.

1815 TradingCapacity N
1816 ClearingAccountType N
1 Account N
660 AcctIDSource N
581 AccountType N
528 OrderCapacity N
529 OrderRestrictions N
582 CustOrderCapacity N
1028 ManualOrderIndicator N
1031 CustOrderHandlingInst N
60 TransactTime N
58 Text N
354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

1685 ThrottleInst N
2432 TotNoOrderEntries N

Used to support fragmentation. Sum of NoOrderEntries <2428> within the OrderEntryGrp across all messages with the same MassOrderRequestID <2423>.

893 LastFragment N

Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

Component Block - <OrderEntryGrp> Y
Component Block - <StandardTrailer> Y