Description
The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order.
Order Mass Action Report
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType = BZ | ||
| 11 | ClOrdID | N | ClOrdID provided on the Order Mass Action Request. | |
| 526 | SecondaryClOrdID | N | ||
| 1369 | MassActionReportID | Y | Unique Identifier for the Order Mass Action Report | |
| 1373 | MassActionType | Y | Order Mass Action Request Type accepted by the system | |
| 1374 | MassActionScope | Y | Specifies the scope of the action | |
| 2675 | MassActionReason | N |
Specifies the reason for the action taken. |
|
| 1375 | MassActionResponse | Y |
Indicates the action taken by the counterparty order handling system as a result of the Action Request 0 - Indicates Order Mass Action Request was rejected. |
|
| 1376 | MassActionRejectReason | N |
Indicates why Order Mass Action Request was rejected Required if MassActionResponse = 0 |
|
| 533 | TotalAffectedOrders | N | Optional field used to indicate the total number of orders affected by the Order Mass Action Request | |
| 2678 | TotalNotAffectedOrders | N |
Optional field used to indicate the total number of orders within the scope but not affected by the OrderMassActionRequest <CA>. |
|
| 893 | LastFragment | N |
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
|
| Component Block - <AffectedOrdGrp> | N | Orders affected by the Order Mass Action Request. | ||
| Component Block - <NotAffectedOrdGrp> | N | List of orders not affected by the Order Mass Action Request. | ||
| Component Block - <AffectedMarketSegmentGrp> | N |
List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. |
||
| Component Block - <NotAffectedMarketSegmentGrp> | N |
List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. |
||
| 1301 | MarketID | N | MarketID for which orders are to be affected | |
| 1300 | MarketSegmentID | N | MarketSegmentID for which orders are to be affected | |
| Component Block - <TargetMarketSegmentGrp> | N |
Mutually exclusive with MarketSegmentID <1300>. |
||
| 336 | TradingSessionID | N | TradingSessionID for which orders are to be affected | |
| 625 | TradingSessionSubID | N | TradingSessionSubID for which orders are to be affected | |
| Component Block - <Parties> | N | |||
| Component Block - <TargetParties> | N | Should be populated with the values provided on the associated OrderMassActionRequest <CA>. | ||
| Component Block - <Instrument> | N | |||
| Component Block - <UnderlyingInstrument> | N | |||
| 54 | Side | N | Side of the market specified on the Order Mass Action Request | |
| 44 | Price | N | ||
| 60 | TransactTime | N | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. | |
| 376 | ComplianceID | N | ||
| 2404 | ComplianceText | N | ||
| 2351 | EncodedComplianceTextLen | N |
Must be set if EncodedComplianceText <2352> field is specified and must immediately precede it. |
|
| 2352 | EncodedComplianceText | N |
Encoded (non-ASCII characters) representation of the ComplianceText <2404> field in the encoded format specified via the MessageEncoding <347> field. |
|
| 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 - <StandardTrailer> | Y | |||