Description
The order mass status request message requests the status for orders matching criteria specified within the request.
A mass status request is assigned a ClOrdID <11> and is treated as a separate entity.
ExecutionReports with ExecType <150>="Order Status" are returned for all orders matching the criteria provided on the request.
Specifying order selection criteria is specified using the MassStatusReqType <585> field:
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = AF | ||
| 584 | MassStatusReqID | Y | Unique ID of mass status request as assigned by the institution. | |
| 585 | MassStatusReqType | Y | Specifies the scope of the mass status request | |
| Component Block - <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | ||
| Component Block - <TargetParties> | N | Can be used to specify the parties to whom the Order Mass Status Request should apply. | ||
| 1 | Account | N | Account | |
| 660 | AcctIDSource | N | ||
| 336 | TradingSessionID | N | Trading Session | |
| 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 will be returned. | |
| Component Block - <StandardTrailer> | Y | |||