The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = BZ | |||||
| 11 | ClOrdID | @ClOrdID | N | ClOrdID provided on the Order Mass Action Request. | |||
| 526 | SecondaryClOrdID | @ClOrdID2 | N | ||||
| 1369 | MassActionReportID | @MassActionReportID | Y | Unique Identifier for the Order Mass Action Report. | |||
| 1373 | MassActionType | @MassActionType | Y | Specifies the type of action requested. | |||
| 1374 | MassActionScope | @MassActionScope | Y | Specifies the scope of the action. | |||
| 1375 | MassActionResponse | @MassActionResponse | Y | Indicates the action taken by the counterparty order handling system as a result of the Action Request. 0 - Indicates Order Mass Action Request was rejected. | |||
| 1376 | MassActionRejectReason | @MassActionRejectReason | C | Indicates why Order Mass Action Request was rejected. Required if MassActionResponse = 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. 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. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID) this field should contain string "MANUAL". | ||
| => | 535 | AffectedOrderID | @AffctdOrdID | N | Contains the OrderID (37) assigned by the counterparty of an affected order. Not required as part of the repeating group if OrigClOrdID(41) has a value other than "MANUAL". | ||
| => | 536 | AffectedSecondaryOrderID | @AffctdScndOrdID | N | Contains the SecondaryOrderID (198) assigned by the counterparty of an affected order. Not required as part of the repeating group. | ||
| 1370 | NoNotAffectedOrders | NotAffectedOrdersGrp | N | Optional field used to indicate the number of order identifiers for orders not affected by the request. Must be followed with OrigClOrdID(41) as the next field. | |||
| => | 1372 | NotAffOrigClOrdID | @NotAffOrigClOrdID | C | Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order id of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID) this field should contain string "MANUAL". | ||
| => | 1371 | NotAffectedOrderID | @NotAffectedOrderID | N | Contains the OrderID assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". | ||
| 1301 | MarketID | @MktID | N | MarketID for which orders are to be affected. | |||
| 1300 | MarketSegmentID | @MktSegID | N | MarketSegmentID for which orders are to be affected. | |||
| 336 | TradingSessionID | @SesID | N | Trading Session in which orders are to be affected. | |||
| 625 | TradingSessionSubID | @SesSub | N | TradingSessionSubID for which orders are to be affected | |||
| <Parties> | N | ||||||
| <Instrument> | N | ||||||
| <UnderlyingInstrument> | N | ||||||
| 54 | Side | @Side | N | Side of the market specified on the Order Mass Action Request | |||
| 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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