Order Mass Status Request <AF> message – FIX 4.4 – FIX Dictionary

FIX 4.4 : Order Mass Status Request <AF> message

The Order Mass Status Request <AF> message requests the status for orders matching criteria specified within the request.

A mass status request is assigned a ClOrdID <11> and is treated as a separate entity.

ExecutionReports with ExecType <150>="Order Status" are returned for all orders matching the criteria provided on the request.

Specifying order selection criteria is specified using the MassStatusReqType <585> field:

Field Value	Description	Explanation
1	Status for all orders for a security	Return status on orders that match the security identification block, all fields required to uniquely qualify the security should be specified.
2	Status for all orders for an Underlying security	Return status on orders that match the underlying security identification block, all fields required to uniquely identify the underlying security should be populated
3	Status for all orders for a Product <460>	Return status on orders for a specific type of Product <460> (high-level security classification), Only Product <460> should be specified
4	Status for all orders for a CFICode <461>	Return status on orders for a specific type of CFICode <461> (security classification), Only CFICode <461> should be specified
5	Status for all orders for a SecurityType <167>	Return status on orders for a specific type of security, Only SecurityType <167> should be specified
6	Status for all orders for a trading session	Return status on orders for a specific trading session, TradingSessionID <336> must be specified.
7	Status for all orders	Return status on all orders for the firm identified using this FIX connection
8	Status for order belonging to a PartyID <448>	Status all orders belonging to a PartyID <448>
9	Status for all orders for an Account <1>	Status for orders for an account.

Example uses of MassStatusReqType <585> with Qualifiers:

Status for a Symbol <55>
Status for an underlying
Status orders on one side of a market for a symbol
Status orders for a specific option series
Status all orders
Status all orders on one side of a market
Status all money market orders
Status all common stock orders
Status all orders for a trading session
Status all orders for a trading session on one side of a market
Status all orders for a trading session for an underlying on one side of a market
Status all orders belonging to a PartyID <448>.
Status all orders belonging to an Account <1>

Tag	Field Name	Req'd	Comments
<MessageHeader>		Y	MsgType <35> = AF
584	MassStatusReqID	Y	Unique ID of mass status request as assigned by the institution.
585	MassStatusReqType	Y	Specifies the scope of the mass status request
Component Block - <Parties>		N	Insert here the set of "<Parties>" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
1	Account	N	Account <1>
660	AcctIDSource	N
336	TradingSessionID	N	Trading Session
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	Optional qualifier used to indicate the side of the market for which orders will be returned.
<MessageTrailer>		Y