DescriptionThe Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding S to the ExecInst <18> values. It can also be used for mass order cancellation. An Order Mass Action Request is assigned a ClOrdID <11> and is treated as a separate entity. The Order Mass Action Request is acknowledged using an Order Mass Action Report. The Order Mass Action Report will contain the ClOrdID <11> that was specified on the Order Mass Action Request. The ClOrdID <11> assigned to the suspension or release request must be unique amongst the ClOrdID <11> assigned to regular orders, replacement orders, cancel requests, etc. An immediate response to this message is required. It is recommended that an Execution Report with ExecType <150>=Pending Replace (or Pending Cancel if used for mass cancellation) be sent unless the Order Mass Action Request can be immediately accepted (Execution Report with ExecType <150>=Replaced or Canceled). Specifying filtering criteria is done using the MassActionType <1373> field. Order Mass Action Request Structure
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