The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request.
Orders within the list are statused at the summary level. Individual executions are not reported, rather, the current state of the order is reported.
The message contains repeating fields for each. The relative position of the repeating fields is important in this message, i.e. each instance of ClOrdID <11>, CumQty <14>, LeavesQty <151>, CxlQty <84> and AvgPx <6> must be in the order shown below.
Description of ListOrderStatus <431> field values: