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FIX 4.4 : Order Mass Cancel Report <r> message

Structure | Related Messages

Description

The Order Mass Cancel Report <r> is used to acknowledge an Order Mass Cancel Request <q>. Note that each affected order that is canceled is acknowledged with a separate Execution Report <8> or Order Cancel Reject <9> message.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = r
11 ClOrdID N

ClOrdID <11> provided on the Order Mass Cancel Request <q>.

526 SecondaryClOrdID N
37 OrderID Y

Unique Identifier for the Order Mass Cancel Request <q> assigned by the recipient of the Order Mass Cancel Request <q>

198 SecondaryOrderID N

Secondary Order ID assigned by the recipient of the Order Mass Cancel Request <q>

530 MassCancelRequestType Y

Order Mass Cancel Request <q> Type accepted by the system

531 MassCancelResponse Y

Indicates the action taken by the counterparty order handling system as a result of the Cancel Request

0 - Indicates Order Mass Cancel Request <q> was rejected.

532 MassCancelRejectReason N

Indicates why Order Mass Cancel Request <q> was rejected

Required if MassCancelResponse <531> = 0

533 TotalAffectedOrders N

Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request <q>

534 NoAffectedOrders N

Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request <q>. Must be followed with OrigClOrdID <41> as the next field

=> 41 OrigClOrdID N

Required if NoAffectedOrders <534> > 0

Indicates the client order id of an order affected by the Order Mass Cancel Request <q>.

=> 535 AffectedOrderID N

Contains the OrderID <37> assigned by the counterparty of an affected order. Not required as part of the repeating group.

=> 536 AffectedSecondaryOrderID N

Contains the SecondaryOrderID <198> assigned by the counterparty of an affected order. Not required as part of the repeating group

336 TradingSessionID N

Trading Session in which orders are to be canceled
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

Side <54> of the market specified on the Order Mass Cancel Request <q>

60 TransactTime N

Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
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.

<MessageTrailer> Y  

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