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
2675 MassActionReason N

Specifies the reason for the action taken.

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
2678 TotalNotAffectedOrders N

Optional field used to indicate the total number of orders within the scope but not affected by the OrderMassActionRequest <CA>.

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 - <AffectedOrdGrp> N Orders affected by the Order Mass Action Request.
Component Block - <NotAffectedOrdGrp> N List of orders not affected by the Order Mass Action Request.
Component Block - <AffectedMarketSegmentGrp> N

List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component.

Component Block - <NotAffectedMarketSegmentGrp> N

List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component.

1301 MarketID N MarketID for which orders are to be affected
1300 MarketSegmentID N MarketSegmentID for which orders are to be affected
Component Block - <TargetMarketSegmentGrp> N

Mutually exclusive with MarketSegmentID <1300>.

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 - <TargetParties> N Should be populated with the values provided on the associated OrderMassActionRequest <CA>.
Component Block - <Instrument> N
Component Block - <UnderlyingInstrument> N
54 Side N Side of the market specified on the Order Mass Action Request
44 Price N
60 TransactTime N Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
376 ComplianceID N
2404 ComplianceText N
2351 EncodedComplianceTextLen N

Must be set if EncodedComplianceText <2352> field is specified and must immediately precede it.

2352 EncodedComplianceText N

Encoded (non-ASCII characters) representation of the ComplianceText <2404> field in the encoded format specified via the MessageEncoding <347> field.

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