Message OrderMassActionRequest (CA)

The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation.

Added in protocol FIX.5.0

See in: FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = CA Y FIX.5.0
11 ClOrdID Unique ID of Order Mass Action Request as assigned by the institution. Y FIX.5.0
526 SecondaryClOrdID FIX.5.0
1373 MassActionType Specifies the type of action requested Y FIX.5.0
1374 MassActionScope Specifies the scope of the action Y FIX.5.0
2675 MassActionReason Specifies the reason for the action requested. FIX.5.0SP2 (223)
1301 MarketID MarketID for which orders are to be affected FIX.5.0
1300 MarketSegmentID MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. FIX.5.0
BlockRepeating TargetMarketSegmentGrp List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID (1300). FIX.5.0SP2 (131)
336 TradingSessionID Trading Session in which orders are to be affected FIX.5.0
625 TradingSessionSubID FIX.5.0
BlockRepeating Parties FIX.5.0
BlockRepeating TargetParties Can be used to specify the parties to whom the Order Mass Action should apply. FIX.5.0SP1 (85)
Block Instrument FIX.5.0
Block UnderlyingInstrument FIX.5.0
54 Side Can be used to filter for orders of a single instrument. FIX.5.0
44 Price Can be used to filter for orders of a single instrument. FIX.5.0SP2 (223)
60 TransactTime Y FIX.5.0
376 ComplianceID FIX.5.0SP2 (185)
2404 ComplianceText FIX.5.0SP2 (185)
2351 EncodedComplianceTextLen Must be set if EncodedComplianceText (2352) field is specified and must immediately precede it. FIX.5.0SP2 (185)
2352 EncodedComplianceText Encoded (non-ASCII characters) representation of the ComplianceText (2404) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (185)
58 Text FIX.5.0
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.5.0
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0
Block StandardTrailer Y FIX.5.0