| FRAMES | NO FRAMES |
|
|
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 provided on the Order Mass Cancel Request (q) . | |||
| 526 | SecondaryClOrdID | @ClOrdID2 | N | ||||
| 37 | OrderID | @OrdID | Y | Unique Identifier for the Order Mass Cancel Request (q) assigned by the recipient of the Order Mass Cancel Request (q) | |||
| 198 | SecondaryOrderID | @OrdID2 | N | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request (q) . | |||
| 530 | MassCancelRequestType | @MassCxlReqTyp | Y | Order Mass Cancel Request Type accepted by the system. | |||
| 531 | MassCancelResponse | @MassCxlRsp | 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 | @MassCxlRejRsn | C | Indicates why Order Mass Cancel Request (q) was rejected. Required if MassCancelResponse (531) = 0. | |||
| 533 | TotalAffectedOrders | @TotAffctdOrds | N | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request (q) . | |||
| 534 | NoAffectedOrders | AffectOrd | 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 | @AffctdOrdID | N | Contains the OrderID (37) assigned by the counterparty of an affected order. Not required as part of the repeating group. | ||
| => | 536 | AffectedSecondaryOrderID | @AffctdScndOrdID | N | Contains the SecondaryOrderID (198) assigned by the counterparty of an affected order. Not required as part of the repeating group. | ||
| 336 | TradingSessionID | @SesID | N | Trading Session in which orders are to be canceled. | |||
| 625 | TradingSessionSubID | @SesSub | N | ||||
| <Instrument> | N | ||||||
| <Underlying Instrument> | N | ||||||
| 54 | Side | @Side | N | Side of the market specified on the Order Mass Cancel Request (q) . | |||
| 60 | TransactTime | @TxnTm | N | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. | |||
| 58 | Text | @Txt | N | ||||
| 354 | EncodedTextLen | @EncTxtLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | |||
| 355 | EncodedText | @EncTxt | 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 | ||||||
|
|
| FRAMES | NO FRAMES |