OrderMassActionRequest <CA> message – FIX 5.0 SP2 – FIX Dictionary
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