The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation.
An Order Mass Action Request is assigned a ClOrdID and is treated as a separate entity. The Order Mass Action Request is acknowledged using an Order Mass Action Report. The Order Mass Action Report will contain the ClOrdID that was specified on the Order Mass Action Request. The ClOrdID assigned to the suspension or release request must be unique amongst the ClOrdID assigned to regular orders, replacement orders, cancel requests, etc.
An immediate response to this message is required. It is recommended that an Execution Report with ExecType=Pending Replace (or Pending Cancel if used for mass cancellation) be sent unless the Order Mass Action Request can be immediately accepted (Execution Report with ExecType=Replaced or Canceled).
Specifying filtering criteria is done using the MassActionType field.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = CA | |||||
| 11 | ClOrdID | @ClOrdID | Y | Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. | |||
| 526 | SecondaryClOrdID | @ClOrdID2 | N | ||||
| 1373 | MassActionType | @MassActionType | Y | Specifies the type of action requested | |||
| 1374 | MassActionScope | @MassActionScope | Y | Specifies the scope of the action | |||
| 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 | ||||
| <Parties> | N | ||||||
| <Instrument> | N | ||||||
| <UnderlyingInstrument> | N | ||||||
| 54 | Side | @Side | N | ||||
| 60 | TransactTime | @TxnTm | Y | ||||
| 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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