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The order mass cancel request message requests the cancelation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).
An order mass cancel request is assigned a ClOrdID (11) and is treated as a separate entity. The order mass cancel request is acknowledged using an Order Mass Cancel Report. The Order Mass Cancel Report (r) will contain the ClOrdID (11) that was specified on the Order Mass Cancel Request.The ClOrdID (11) assigned to the cancel request must be unique amongst the ClOrdID (11) assigned to regular orders, replacement orders, cancel requests, and order mass cancel requests.
An immediate response to this message is required. It is recommended that an ExecutionRpt with ExecType=Pending Cancel be sent unless the Order Mass Cancel Request (q) can be immediately accepted (ExecutionRpt with ExecType=Canceled) or rejected (Order Cancel Reject message).
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| <Standard Message Header> | Y | MsgType = q | |||||
| 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. |
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| 530 | MassCancelRequestType | @MassCxlReqTyp | Y |
Specifies the type of cancellation requested |
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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 "UnderlyingInstrument" fields defined in "Common Components of Application Messages". | |||||
| <TargetParties> | N |
Can be used to specify the parties to whom the Order Mass Cancel should apply. |
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| <Instrument> | N | ||||||
| <UnderlyingInstrument> | N | ||||||
| 1301 | MarketID | @MktID | C |
Required for MassCancelRequestType = 8 (Cancel orders for a market) |
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| 1300 | MarketSegmentID | @MktSegID | C |
Required for MassCancelRequestType = 9 (Cancel orders for a market segment) |
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| 54 | Side | @Side | N |
Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. |
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| 60 | TransactTime | @TxnTm | Y |
Time this order request was initiated/released by the trader or trading 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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