OrderMassCancelReport Message

<OrdMassCxlRpt/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = r (lowercase R)
11 ClOrdID ClOrdID 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 ClOrdID2
37 OrderID OrdID Yes (Deprecated from this message as of FIX.5.0SP1)Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request.
1369 MassActionReportID MassActionReportID Yes Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request
198 SecondaryOrderID OrdID2 (Deprecated from this message as of FIX.5.0SP1)Secondary Order ID assigned by the recipient of the Order Mass Cancel Request.
530 MassCancelRequestType MassCxlReqTyp Yes Order Mass Cancel Request Type accepted by the system
531 MassCancelResponse MassCxlRsp Yes 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 MassCxlRejRsn Indicates why Order Mass Cancel Request was rejected
Required if MassCancelResponse = 0
533 TotalAffectedOrders TotAffctdOrds Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
AffectedOrdGrp AffectOrd List of orders affected by the Order Mass Cancel Request
NotAffectedOrdersGrp NotAffectedOrdersGrp List of orders not affected by Order Mass Cancel Request
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
1300 MarketSegmentID MktSegID
54 Side Side Side of the market specified on the Order Mass Cancel Request
60 TransactTime TxnTm Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing 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