| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = r
|
| 11 |
ClOrdID |
N |
ClOrdID <11> provided on the Order Mass Cancel Request <q>.
|
| 526 |
SecondaryClOrdID |
N |
|
| 37 |
OrderID |
Y |
Unique Identifier for the Order Mass Cancel Request <q> assigned by the recipient of the Order Mass Cancel Request <q>
|
| 198 |
SecondaryOrderID |
N |
Secondary Order ID assigned by the recipient of the Order Mass Cancel Request <q>
|
| 530 |
MassCancelRequestType |
Y |
Order Mass Cancel Request <q> Type accepted by the system
|
| 531 |
MassCancelResponse |
Y |
Indicates the action taken by the counterparty order handling system as a result of the Cancel Request
0 - Indicates Order Mass Cancel Request <q> was rejected.
|
| 532 |
MassCancelRejectReason |
N |
Indicates why Order Mass Cancel Request <q> was rejected
Required if MassCancelResponse <531> = 0
|
| 533 |
TotalAffectedOrders |
N |
Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request <q>
|
| 534 |
NoAffectedOrders |
N |
Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request <q>. Must be followed with OrigClOrdID <41> as the next field
|
| => |
41 |
OrigClOrdID |
N |
Required if NoAffectedOrders <534> > 0
Indicates the client order id of an order affected by the Order Mass Cancel Request <q>.
|
| => |
535 |
AffectedOrderID |
N |
Contains the OrderID <37> assigned by the counterparty of an affected order. Not required as part of the repeating group.
|
| => |
536 |
AffectedSecondaryOrderID |
N |
Contains the SecondaryOrderID <198> assigned by the counterparty of an affected order. Not required as part of the repeating group
|
| 336 |
TradingSessionID |
N |
Trading Session in which orders are to be canceled
|
| 625 |
TradingSessionSubID |
N |
|
|
Component Block - <Instrument> |
N |
Insert here the set of "<Instrument>" (symbology) fields
|
|
Component Block - <UnderlyingInstrument> |
N |
Insert here the set of "<UnderlyingInstrument>" (underlying symbology) fields
|
| 54 |
Side |
N |
Side of the market specified on the Order Mass Cancel Request <q>
|
| 60 |
TransactTime |
N |
Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
|
| 58 |
Text |
N |
|
| 354 |
EncodedTextLen |
N |
Must be set if EncodedText <355> field is specified and must immediately precede it.
|
| 355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
|
| <MessageTrailer> |
Y |
|
