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The Order Mass Cancel Report (r) is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject (9) message.
Order Mass Cancel Report
| 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. | |||
| 526 | SecondaryClOrdID | @ClOrdID2 | N | ||||
| 37 | OrderID | @OrdID | Y | (Deprecated in FIX 5.0 SP1).Unique Identifier for the Order Mass Cancel Request (q) assigned by the recipient of the Order Mass Cancel Request | |||
| 1369 | MassActionReportID | @MassActionReportID | Y | Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request | |||
| 198 | SecondaryOrderID | @OrdID2 | N | (Deprecated in FIX 5.0 SP1).Secondary Order ID assigned by the recipient of the Order Mass Cancel Request | |||
| 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. 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. | ||
| => | 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 | ||
| 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 NotAffOrigClOrdID(1372) 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". | ||
| 336 | TradingSessionID | @SesID | N | Trading Session in which orders are to be canceled | |||
| 625 | TradingSessionSubID | @SesSub | N | ||||
| <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages". | |||||
| <Instrument> | N | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". | |||||
| <UnderlyingInstrument> | N | Insert here the set of "UnderlyingInstrument" fields defined in "Common Components of Application Messages". | |||||
| 1301 | MarketID | @MktID | N | MarketID for which orders are to be affected. | |||
| 1300 | MarketSegmentID | @MktSegID | N | MarketSegmentID for which orders are to be affected. | |||
| 54 | Side | @Side | N | Side of the market specified on the Order Mass Cancel 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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