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

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

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