OrderMassActionReport (MsgType = BZ, FIXML = OrdMassActRpt)

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.

1369 MassActionReportID @MassActionReportID Y

Unique Identifier for the Order Mass Action Report

1373 MassActionType @MassActionType Y

Order Mass Action Request Type accepted by the system

1374 MassActionScope @MassActionScope Y

Specifies the scope of the action

2675 MassActionReason @MassActnRsn N

Specifies the reason for the action taken.

1375 MassActionResponse @MassActionResponse Y

Indicates the action taken by the counterparty order handling system as a result of the Action Request.

1376 MassActionRejectReason @MassActionRejectReason C

Indicates why Order Mass Action Request was rejected

Required if MassActionResponse(1375) = 0 (Rejected).

533 TotalAffectedOrders @TotAffctdOrds N

Optional field used to indicate the total number of orders affected by the Order Mass Action Request

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).

893 LastFragment @LastFragment N

Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

<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.

<AffectedMarketSegmentGrp> N

List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component.

<NotAffectedMarketSegmentGrp> N

List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component.

1301 MarketID @MktID N

MarketID for which orders are to be affected

1300 MarketSegmentID @MktSegID N

MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component.

<TargetMarketSegmentGrp> N

Mutually exclusive with MarketSegmentID(1300).

336 TradingSessionID @SesID N

TradingSessionID for which orders are to be affected

625 TradingSessionSubID @SesSub N

TradingSessionSubID for which orders are to be affected

<Parties> N

Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.

<TargetParties> N

Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA).

<Instrument> N
<UnderlyingInstrument> N
54 Side @Side N

Side of the market specified on the Order Mass Action Request

44 Price @Px N

Price per unit of quantity (e.g. per share)

60 TransactTime @TxnTm N

Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.

376 ComplianceID @ComplianceID N

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

2404 ComplianceText @ComplianceTxt N

Free text for compliance information required for regulatory reporting.

2351 EncodedComplianceTextLen @EncComplianceTxtLen N

Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.

2352 EncodedComplianceText @EncComplianceTxt N

Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.

58 Text @Txt N

Free format text string

(Note: this field does not have a specified maximum length)

354 EncodedTextLen @EncTxtLen C

Must be set if EncodedText field is specified and must immediately precede it.

355 EncodedText @EncTxt C

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

<Standard Message Trailer> Y