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The Order Mass Action Report is used to acknowledge an Order Mass Action Request.Note that each affected order that issuspended or released or canceled is acknowledged with a separate Execution Report for each order.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = BZ | |||||
| 11 | ClOrdID | @ClOrdID | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | |||
| 526 | SecondaryClOrdID | @ClOrdID2 | N |
Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. |
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| 1369 | MassActionReportID | @MassActionReportID | Y |
Unique Identifier for the Order Mass Action Report |
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| 1373 | MassActionType | @MassActionType | Y |
Order Mass Action Request Type accepted by the system |
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| 1374 | MassActionScope | @MassActionScope | Y |
Specifies the scope of the action |
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| 2675 | MassActionReason | @MassActnRsn | N |
Specifies the reason for the action taken. |
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| 1375 | MassActionResponse | @MassActionResponse | Y |
Indicates the action taken by the counterparty order handling system as a result of the Action Request. |
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| 1376 | MassActionRejectReason | @MassActionRejectReason | C |
Indicates why Order Mass Action Request was rejected Required if MassActionResponse(1375) = 0 (Rejected). |
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| 533 | TotalAffectedOrders | @TotAffctdOrds | N |
Optional field used to indicate the total number of orders affected by the Order Mass Action Request |
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| 2678 | TotalNotAffectedOrders | @TotNotAffctdOrds | N |
Optional field used to indicate the total number of orders within the scope but not affected by the OrderMassActionRequest(35=CA). |
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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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| <AffectedOrdGrp> | N | Should be populated with the values provided on the associated Order Mass Action Request(MsgType=CA) (CA) . | |||||
| <NotAffectedOrdGrp> | N |
List of orders not affected by the Order Mass Action Request. |
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| <AffectedMarketSegmentGrp> | N |
List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. |
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| <NotAffectedMarketSegmentGrp> | N |
List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. |
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| 1301 | MarketID | @MktID | N |
MarketID for which orders are to be affected |
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| 1300 | MarketSegmentID | @MktSegID | N |
MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. |
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| <TargetMarketSegmentGrp> | N |
Mutually exclusive with MarketSegmentID(1300). |
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| 336 | TradingSessionID | @SesID | N |
TradingSessionID for which orders are to be affected |
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| 625 | TradingSessionSubID | @SesSub | N |
TradingSessionSubID for which orders are to be affected |
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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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| <TargetParties> | N |
Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). |
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| <Instrument> | N | ||||||
| <UnderlyingInstrument> | N | ||||||
| 54 | Side | @Side | N |
Side of the market specified on the Order Mass Action Request |
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| 44 | Price | @Px | N |
Price per unit of quantity (e.g. per share) |
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| 60 | TransactTime | @TxnTm | N |
Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. |
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| 376 | ComplianceID | @ComplianceID | N |
ID used to represent this transaction for compliance purposes (e.g. OATS reporting). |
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| 2404 | ComplianceText | @ComplianceTxt | N |
Free text for compliance information required for regulatory reporting. |
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| 2351 | EncodedComplianceTextLen | @EncComplianceTxtLen | N |
Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. |
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| 2352 | EncodedComplianceText | @EncComplianceTxt | N |
Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. |
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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 | C |
Must be set if EncodedText field is specified and must immediately precede it. |
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| 355 | EncodedText | @EncTxt | C |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
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| <Standard Message Trailer> | Y | ||||||
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