Order Mass Cancel Report (MsgType = r, FIXML = OrderMassCancelReport)

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.

Tag		Field Name	FIXML	Req'd	Comments
<Standard Message Header>				Y	MsgType = r
11		ClOrdID	ClOrdID	N	ClOrdID (11) provided on the Order Mass Cancel Request (q) .
526		SecondaryClOrdID	SecondaryClOrdID	N
37		OrderID	OrderID	Y	Unique Identifier for the Order Mass Cancel Request (q) assigned by the recipient of the Order Mass Cancel Request (q)
198		SecondaryOrderID	SecondaryOrderID	N	Secondary Order ID assigned by the recipient of the Order Mass Cancel Request (q) .
530		MassCancelRequestType	MassCancelRequestType	Y	Order Mass Cancel Request Type accepted by the system.
531		MassCancelResponse	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	MassCancelRejectReason	C	Indicates why Order Mass Cancel Request (q) was rejected. Required if MassCancelResponse (531) = 0.
533		TotalAffectedOrders	TotalAffectedOrders	N	Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request (q) .
534		NoAffectedOrders	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	OrigClOrdID	C	Required if NoAffectedOrders (534) > 0. Indicates the client order id of an order affected by the Order Mass Cancel Request (q) .
=>	535	AffectedOrderID	AffectedOrderID	N	Contains the OrderID (37) assigned by the counterparty of an affected order. Not required as part of the repeating group.
=>	536	AffectedSecondaryOrderID	AffectedSecondaryOrderID	N	Contains the SecondaryOrderID (198) assigned by the counterparty of an affected order. Not required as part of the repeating group.
336		TradingSessionID	TradingSessionID	N	Trading Session in which orders are to be canceled.
625		TradingSessionSubID	TradingSessionSubID	N
<Instrument>				N
<Underlying Instrument>				N
54		Side	Side	N	Side of the market specified on the Order Mass Cancel Request (q) .
60		TransactTime	TransactTime	N	Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
58		Text	Text	N
354		EncodedTextLen	EncodedTextLen	C	Must be set if EncodedText (355) field is specified and must immediately precede it.
355		EncodedText	EncodedText	C	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Standard Message Trailer>				Y

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