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Structure |
Related Messages
Description
The Order Mass Cancel Request <q> 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 <r>. The Order Mass Cancel Report <r> will contain the ClOrdID <11> that was specified on the Order Mass Cancel Request <q>. 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 <150>=Pending Cancel be sent unless the Order Mass Cancel Request <q> can be immediately accepted (ExecutionRpt with ExecType <150>=Canceled) or rejected (Order Cancel Reject <9> message).
Specifying order cancellation criteria is specified using the MassCancelRequestType <530> field:
| Field Value |
Description |
Explanation |
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1
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Cancel orders for a security
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Cancel orders that match the security identification block, all fields required to uniquely qualify the security should be
specified.
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2
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Cancel orders for an Underlying security
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Cancel orders that match the underlying security identification block, all fields required to uniquely identify the underlying
security should be populated
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3
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Cancel orders for a Product <460>
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Cancel orders for a specific type of Product (high-level security classification), Only Product <460> should be specified
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4
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Cancel orders for a CFICode <461>
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Cancel orders for a specific type of CFICode (security classification), Only CFICode <461> should be specified
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5
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Cancel orders for a SecurityType <167>
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Cancel orders for a specific type of security, Only SecurityType <167> should be specified
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6
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Cancel orders for a trading session
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Cancel orders for a specific trading session, TradingSessionID <336> must be specified.
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7
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Cancel all orders
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Cancel all orders for the firm identified using this FIX connection
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Example uses of MassCancelRequestType <530> with Qualifiers:
- Cancel for a Symbol <55>
- Cancel for an underlying
- Cancel orders on one side of a market for a symbol
- Cancel orders for a specific option series
- Cancel all orders
- Cancel all orders on one side of a market
- Cancel all money market orders
- Cancel all common stock orders
- Cancel all orders for a trading session
- Cancel all orders for a trading session on one side of a market
- Cancel all orders for a trading session for an underlying on one side of a market
Structure
Related Messages
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