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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. |
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| 37 | OrderID | @OrdID | Y |
Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. |
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| 1369 | MassActionReportID | @MassActionReportID | Y |
Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request |
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| 198 | SecondaryOrderID | @OrdID2 | N |
Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. |
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| 530 | MassCancelRequestType | @MassCxlReqTyp | Y |
Order Mass Cancel Request Type accepted by the system |
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| 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. |
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| 532 | MassCancelRejectReason | @MassCxlRejRsn | C |
Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 |
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| 533 | TotalAffectedOrders | @TotAffctdOrds | N |
Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request |
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| <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. |
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| 336 | TradingSessionID | @SesID | N |
Trading Session in which orders are to be canceled |
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| 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 |
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| <Parties> | N |
Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" |
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| <TargetParties> | N |
Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). |
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| <Instrument> | N | ||||||
| <UnderlyingInstrument> | N | ||||||
| 1301 | MarketID | @MktID | N |
Identifies the market |
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| 1300 | MarketSegmentID | @MktSegID | N |
Identifies the market segment |
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| 54 | Side | @Side | N |
Side of the market specified on the Order Mass Cancel Request |
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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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| 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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| FRAMES | NO FRAMES |