OrderMassActionRequest (MsgType = CA, FIXML = OrdMassActReq)

The Order Mass Action Request message can be used to request the suspension or release of a group of orders that matchthe criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order withor without adding "S" to the ExecInst values. It can also be used for mass order cancellation.

An Order Mass Action Request is assigned a ClOrdID and is treated as a separate entity. The Order Mass Action Request isacknowledged using an Order Mass Action Report. The Order Mass Action Report will contain the ClOrdID that was specified on theOrder Mass Action Request. The ClOrdID assigned to the suspension or release request must be unique amongst the ClOrdID assignedto regular orders, replacement orders, cancel requests, etc.

An immediate response to this message is required. It is recommended that an Execution Report with ExecType=Pending Replace(or Pending Cancel if used for mass cancellation) be sent unless the Order Mass Action Request can be immediately accepted(Execution Report with ExecType=Replaced or Canceled).

Specifying filtering criteria is done using the MassActionType field.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = CA
11	ClOrdID	@ClOrdID	Y	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.
1373	MassActionType	@MassActionType	Y	Specifies the type of action requested
1374	MassActionScope	@MassActionScope	Y	Specifies the scope of the action
2675	MassActionReason	@MassActnRsn	N	Specifies the reason for the action requested.
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	List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300).
336	TradingSessionID	@SesID	N	Trading Session in which orders are to be affected
625	TradingSessionSubID	@SesSub	N	Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
<Parties>			N	Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.
<TargetParties>			N	Can be used to specify the parties to whom the Order Mass Action should apply.
<Instrument>			N
<UnderlyingInstrument>			N
54	Side	@Side	N	Can be used to filter for orders of a single instrument.
44	Price	@Px	N	Can be used to filter for orders of a single instrument.
60	TransactTime	@TxnTm	Y	Timestamp when the business transaction represented by the message occurred.
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