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Structure |
Related Messages
Description
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 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 <150>=Pending Cancel be sent unless the Order Mass Cancel Request can be immediately accepted (ExecutionRpt with ExecType <150>=Canceled) or rejected (Order Cancel Reject <3> message).
Specifying order cancellation criteria is specified using the MassCancelRequestType <530> field:
Structure
| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <StandardHeader> |
Y |
MsgType = q (lowercase Q) |
| 11 |
ClOrdID |
Y |
Unique ID of Order Mass Cancel Request as assigned by the institution. |
| 526 |
SecondaryClOrdID |
N |
|
| 530 |
MassCancelRequestType |
Y |
Specifies the type of cancellation requested |
| 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 defined in "Common Components of Application Messages" |
|
Component Block - <UnderlyingInstrument> |
N |
Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application
Messages"
|
| 54 |
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.
|
| 60 |
TransactTime |
Y |
Time this order request was initiated/released by the trader or trading system. |
| 58 |
Text |
N |
|
| 354 |
EncodedTextLen |
N |
Must be set if EncodedText field is specified and must immediately precede it. |
| 355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
|
Component Block - <Parties> |
N |
Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" |
| 1301 |
MarketID |
N |
Required for MassCancelRequestType = 8 (Cancel orders for a market) |
| 1300 |
MarketSegmentID |
N |
Required for MassCancelRequestType = 9 (Cancel orders for a market segment) |
|
Component Block - <StandardTrailer> |
Y |
|
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Related Messages
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