OrderMassStatusRequest (MsgType = AF, FIXML = OrdMassStatReq)

The order mass status request message requests the status for orders matching criteria specified within the request.

A mass status request is assigned a ClOrdID (11) and is treated as a separate entity.

ExecutionReports with ExecType="Order Status" are returned for all orders matching the criteria provided on the request.

Specifying order selection criteria is specified using the MassStatusReqType (585) field:

Field Value	Description	Explanation
1	Status for all orders for a security	Return status on orders that match the security identification block, all fieldsrequired to uniquely qualify the security should be specified.
2	Status for all orders for an Underlying security	Return status on orders that match the underlying security identification block, allfields required to uniquely identify the underlying security should be populated
3	Status for all orders for a Product	Return status on orders for a specific type of Product (high-level securityclassification), only Product (460) should be specified
4	Status for all orders for a CFICode	Return status on orders for a specific type of CFICode (security classification),only CFICode (461) should be specified
5	Status for all orders for a SecurityType	Return status on orders for a specific type of security, only SecurityType (167) should be specified
6	Status for all orders for a trading session	Return status on orders for a specific trading session, TradingSessionID (336) must be specified.
7	Status for all orders	Return status on all orders for the firm identified using this FIX connection
8	Status for order belonging to a PartyID	Status all orders belonging to a PartyID (448)
9	Status for all orders for an Account	Status for all orders for an Account (1)

Example uses of MassStatusReqType (585) with Qualifiers:

Status for a Symbol
Status for an underlying
Status orders on one side of a market for a symbol
Status orders for a specific option series
Status all orders
Status all orders on one side of a market
Status all money market orders
Status all common stock orders
Status all orders for a trading session
Status all orders for a trading session on one side of a market
Status all orders for a trading session for an underlying on one side of a market
Status all orders belonging to a PartyID.
Status all orders belonging to an Account

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = AF
584	MassStatusReqID	@MassStatReqID	Y	Optional qualifier used to indicate the side of the market for which orders will be returned.
585	MassStatusReqType	@MassStatReqTyp	Y	Specifies the type or scope of the mass order status request.
<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 Status Request should apply.
1	Account	@Acct	N	Account
660	AcctIDSource	@AcctIDSrc	N	Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
336	TradingSessionID	@SesID	N	Trading Session
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
<Instrument>			N
<UnderlyingInstrument>			N
54	Side	@Side	N	Optional qualifier used to indicate the side of the market for which orders will be returned.
<Standard Message Trailer>			Y