Description
The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate ExecutionReport (35=8) or OrderCancelReject (35=9) message.
Order Mass Cancel Report
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = 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. | |
| 1369 | MassActionReportID | Y | Unique Identifier for the Order Mass Cancel Report 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 | ||
| Component Block - <NotAffectedOrdGrp> | N | List of orders not affected by Order Mass Cancel Request | ||
| 336 | TradingSessionID | N | Trading Session in which orders are to be canceled | |
| 625 | TradingSessionSubID | N | ||
| Component Block - <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" | ||
| Component Block - <TargetParties> | N | Should be populated with the values provided on the associated OrderMassCancelRequest <q>. | ||
| 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" | ||
| 1301 | MarketID | N | ||
| 1300 | MarketSegmentID | N | ||
| 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 - <StandardTrailer> | Y | |||