| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <StandardHeader> |
Y |
MsgType = r (lowercase R) |
| 11 |
ClOrdID |
N |
ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt
or a corporate action requiring the deletion of outstanding orders.
|
| 526 |
SecondaryClOrdID |
N |
|
| 37 |
OrderID |
Y |
Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. |
| 198 |
SecondaryOrderID |
N |
Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. |
| 530 |
MassCancelRequestType |
Y |
Order Mass Cancel Request 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 was rejected.
|
| 532 |
MassCancelRejectReason |
N |
Indicates why Order Mass Cancel Request was rejected
Required if MassCancelResponse = 0
|
| 533 |
TotalAffectedOrders |
N |
Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request |
|
Component Block - <AffectedOrdGrp> |
N |
List of orders affected by the Order Mass Cancel Request |
| 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 |
Side of the market specified on the Order Mass Cancel Request |
| 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 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" |
| 1369 |
MassActionReportID |
Y |
Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request |
|
Component Block - <NotAffectedOrdersGrp> |
N |
List of orders not affected by Order Mass Cancel Request |
| 1301 |
MarketID |
N |
|
| 1300 |
MarketSegmentID |
N |
|
|
Component Block - <TargetParties> |
N |
Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). |
|
Component Block - <StandardTrailer> |
Y |
|
