OrderMassCancelRequest Message

<OrdMassCxlReq/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = q (lowercase Q)
11 ClOrdID ClOrdID Yes Unique ID of Order Mass Cancel Request as assigned by the institution.
526 SecondaryClOrdID ClOrdID2
530 MassCancelRequestType MassCxlReqTyp Yes Specifies the type of cancellation requested
336 TradingSessionID SesID Trading Session in which orders are to be canceled
625 TradingSessionSubID SesSub
Parties Pty Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"
Instrument Instrmt Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UnderlyingInstrument Undly Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
1301 MarketID MktID Required for MassCancelRequestType = 8 (Cancel orders for a market)
1300 MarketSegmentID MktSegID Required for MassCancelRequestType = 9 (Cancel orders for a market segment)
54 Side Side Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
60 TransactTime TxnTm Yes Time this order request was initiated/released by the trader or trading system.
58 Text Txt
354 EncodedTextLen EncTxtLen Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText EncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer Trlr Yes