Description
The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst <18> values. It can also be used for mass order cancellation.
An Order Mass Action Request is assigned a ClOrdID <11> and is treated as a separate entity. The Order Mass Action Request is acknowledged using an Order Mass Action Report. The Order Mass Action Report will contain the ClOrdID <11> that was specified on the Order Mass Action Request. The ClOrdID <11> assigned to the suspension or release request must be unique amongst the ClOrdID <11> assigned to regular orders, replacement orders, cancel requests, etc.
An immediate response to this message is required. It is recommended that an Execution Report with ExecType <150>=Pending Replace (or Pending Cancel if used for mass cancellation) be sent unless the Order Mass Action Request can be immediately accepted (Execution Report with ExecType <150>=Replaced or Canceled).
Specifying filtering criteria is done using the MassActionType <1373> field.
Order Mass Action Request
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = CA | ||
| 11 | ClOrdID | Y | Unique ID of Order Mass Action Request as assigned by the institution. | |
| 526 | SecondaryClOrdID | N | ||
| 1373 | MassActionType | Y | Specifies the type of action requested | |
| 1374 | MassActionScope | Y | Specifies the scope of the action | |
| 2675 | MassActionReason | N |
Specifies the reason for the action requested. |
|
| 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 |
List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID <1300>. |
||
| 336 | TradingSessionID | N | Trading Session in which orders are to be affected | |
| 625 | TradingSessionSubID | N | ||
| Component Block - <Parties> | N | |||
| Component Block - <TargetParties> | N | Can be used to specify the parties to whom the Order Mass Action should apply. | ||
| Component Block - <Instrument> | N | |||
| Component Block - <UnderlyingInstrument> | N | |||
| 54 | Side | N |
Can be used to filter for orders of a single instrument. |
|
| 44 | Price | N |
Can be used to filter for orders of a single instrument. |
|
| 60 | TransactTime | Y | ||
| 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 | |||