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 | ||||||
© 2026.
EPAM Systems. All Rights Reserved.
All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.