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

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.

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. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders.
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) .
<AffectedOrdGrp> N List of orders affected by the Order Mass Cancel Request.
<NotAffectedOrdersGrp> N List of orders not affected by Order Mass Cancel Request
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".
<TargetParties> N Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q).
<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
1300 MarketSegmentID @MktSegID N
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