| 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 | ||||