Description
The MassOrder <DJ> message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available.
The behavior of individual orders within a MassOrder <DJ> may vary depending upon its attributes, e.g. OrdType <40> and TimeInForce <59>. Individual orders may be modified or deleted/cancelled with single order messages such as OrderCancelReplaceRequest <G> and OrderCancelRequest <F>. Each of the orders in the MassOrder <DJ> are to be treated as stand-alone individual orders.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = DJ | ||
| 2423 | MassOrderRequestID | Y |
Unique identifier of MassOrder <DJ> message as assigned by the submitter of the request. |
|
| 2427 | OrderResponseLevel | N | ||
| 1301 | MarketID | N | ||
| 1300 | MarketSegmentID | N | ||
| Component Block - <Parties> | N |
This is party information related to the submitter. |
||
| 1815 | TradingCapacity | N | ||
| 1816 | ClearingAccountType | N | ||
| 1 | Account | N | ||
| 660 | AcctIDSource | N | ||
| 581 | AccountType | N | ||
| 528 | OrderCapacity | N | ||
| 529 | OrderRestrictions | N | ||
| 582 | CustOrderCapacity | N | ||
| 1028 | ManualOrderIndicator | N | ||
| 1031 | CustOrderHandlingInst | N | ||
| 60 | TransactTime | N | ||
| 58 | Text | N | ||
| 354 | EncodedTextLen | N |
Must be set if EncodedText <355> field is specified and must immediately precede it. |
|
| 355 | EncodedText | N |
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field. |
|
| 1685 | ThrottleInst | N | ||
| 2432 | TotNoOrderEntries | N |
Used to support fragmentation. Sum of NoOrderEntries <2428> within the OrderEntryGrp across all messages with the same MassOrderRequestID <2423>. |
|
| 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 - <OrderEntryGrp> | Y | |||
| Component Block - <StandardTrailer> | Y | |||