OrderMassCancelReport (MsgType = r, FIXML = OrdMassCxlRpt)

The Order Mass Cancel Report (r) is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject (9) message.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = r
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.

37 OrderID @OrdID Y

Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request.

1369 MassActionReportID @MassActionReportID Y

Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request

198 SecondaryOrderID @OrdID2 N

Secondary Order ID assigned by the recipient of the Order Mass Cancel Request.

530 MassCancelRequestType @MassCxlReqTyp Y

Order Mass Cancel Request Type accepted by the system

531 MassCancelResponse @MassCxlRsp Y

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

0 - Indicates Order Mass Cancel Request was rejected.

532 MassCancelRejectReason @MassCxlRejRsn C

Indicates why Order Mass Cancel Request was rejected

Required if MassCancelResponse = 0

533 TotalAffectedOrders @TotAffctdOrds N

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

<AffectedOrdGrp> N Insert here the set of "UnderlyingInstrument" fields defined in "Common Components of Application Messages".
<NotAffectedOrdGrp> N

List of orders not affected by Order Mass Cancel Request.

336 TradingSessionID @SesID N

Trading Session in which orders are to be canceled

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

Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"

<TargetParties> N

Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q).

<Instrument> N
<UnderlyingInstrument> N
1301 MarketID @MktID N

Identifies the market

1300 MarketSegmentID @MktSegID N

Identifies the market segment

54 Side @Side N

Side of the market specified on the Order Mass Cancel Request

60 TransactTime @TxnTm N

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

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