MassOrder (MsgType = DJ, FIXML = MassOrder)

The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available.

The behavior of individual orders within a MassOrder(35=DJ) may vary depending upon its attributes, e.g. OrdType(40) and TimeInForce(59). Individual orders may be modified or deleted/cancelled with single order messages such as OrderCancelReplaceRequest (35=G) and OrderCancelRequest(35=F). Each of the orders in the MassOrder(35=DJ) are to be treated as stand-alone individual orders.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = DJ
2423	MassOrderRequestID	@MassOrdReqID	Y	Unique message identifier for a mass order request as assigned by the submitter of the orders.
2427	OrderResponseLevel	@OrdRspLvl	N	The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed.
1301	MarketID	@MktID	N	Identifies the market
1300	MarketSegmentID	@MktSegID	N	Identifies the market segment
<Parties>			N	This is party information related to the submitter.
1815	TradingCapacity	@TrdgCpcty	N	Designates the capacity in which the order is submitted for trading by the market participant.
1816	ClearingAccountType	@ClrAcctTyp	N	Designates the account type to be used for the order when submitted to clearing.
1	Account	@Acct	N	Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
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.
581	AccountType	@AcctTyp	N	Type of account associated with an order
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)
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.
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.
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).
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.
60	TransactTime	@TxnTm	N	Timestamp when the business transaction represented by the message occurred.
58	Text	@Txt	N	Free format text string (Note: this field does not have a specified maximum length)
354	EncodedTextLen	@EncTxtLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	@EncTxt	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
1685	ThrottleInst	@ThrttlInst	N	Describes action recipient should take if a throttle limit were exceeded.
2432	TotNoOrderEntries	@TotNoOrdEntries	N	Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423).
893	LastFragment	@LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
<OrderEntryGrp>			Y	When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
<Standard Message Trailer>			Y

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