The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message.
The content of the acknowledgement depends on the setting of the field OrderResponseLevel(2427) in the MassOrder(35=DJ) message. Only the order status is provided and not the immediate executions which would lead to ExecutionReport messages.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = DK | |||||
| <ApplicationSequenceControl> | N | ||||||
| 2423 | MassOrderRequestID | @MassOrdReqID | N |
Unique message identifier for a mass order request as assigned by the submitter of the orders. |
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| 2424 | MassOrderReportID | @MassOrdRptID | N |
Unique message identifier for the response to a mass order request as assigned by the receiver of the orders. |
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| 2425 | MassOrderRequestStatus | @ReqStat | Y |
Message level request status |
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| 2426 | MassOrderRequestResult | @ReqRslt | N |
Message level request result |
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| 2427 | OrderResponseLevel | @OrdRspLvl | N |
Level of response requested from receiver of MassOrder (35=DJ) message. |
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| 1328 | RejectText | @RejTxt | N |
Identifies the reason for rejection. |
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| 1664 | EncodedRejectTextLen | @EncRejTxtLen | N |
Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. |
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| 1665 | EncodedRejectText | @EncRejTxt | N |
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. |
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| 1301 | MarketID | @MktID | N |
Identifies the market |
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| 1300 | MarketSegmentID | @MktSegID | N |
Identifies the market segment |
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| <Parties> | N |
Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp. |
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| 1815 | TradingCapacity | @TrdgCpcty | Y |
Designates the capacity in which the order is submitted for trading by the market participant. |
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| 1816 | ClearingAccountType | @ClrAcctTyp | N |
Designates the account type to be used for the order when submitted to clearing. |
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| 1 | Account | @Acct | N |
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. |
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| 660 | AcctIDSource | @AcctIDSrc | N |
Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. |
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| 581 | AccountType | @AcctTyp | N |
Type of account associated with an order |
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| 528 | OrderCapacity | @Cpcty | N |
Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) |
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| 529 | OrderRestrictions | @Rstctions | N |
Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. |
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| 582 | CustOrderCapacity | @CustCpcty | N |
Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. |
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| 1028 | ManualOrderIndicator | @ManOrdInd | N |
Indicates if an order, quote or trade was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). |
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| 1031 | CustOrderHandlingInst | @CustOrdHdlInst | N |
Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. |
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| 60 | TransactTime | @TxnTm | N |
Timestamp when the business transaction represented by the message occurred. |
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| 58 | Text | @Txt | N |
Free format text string (Note: this field does not have a specified maximum length) |
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| 354 | EncodedTextLen | @EncTxtLen | N |
Must be set if EncodedRejectText(355) field is specified and must immediately precede it. |
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| 355 | EncodedText | @EncTxt | N |
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. |
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| 797 | CopyMsgIndicator | @CopyMsgInd | N |
Indicates whether or not this message is a drop copy of another message. |
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| 2432 | TotNoOrderEntries | @TotNoOrdEntries | N |
Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423). |
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| 893 | LastFragment | @LastFragment | N |
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
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| <ThrottleResponse> | N | ||||||
| <OrderEntryAckGrp> | N |
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. |
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| <Standard Message Trailer> | Y | ||||||
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