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OrderMassCancelRequest <q> message – FIX 5.0 SP2 – FIX Dictionary

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FIX 5.0 SP2 : OrderMassCancelRequest <q> message

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 - <TargetParties> N Can be used to specify the parties to whom the Order Mass Cancel should apply.
Component Block - <StandardTrailer> Y

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