The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.
Added in protocol FIX.4.3
See in: FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = r (lowercase R) | Y | FIX.4.3 | |
| 11 | ClOrdID | ClOrdID provided on the Order Mass Cancel Request. | FIX.4.3 | ||
| 526 | SecondaryClOrdID | FIX.4.3 | |||
| 37 | OrderID | Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request | Y | FIX.4.3 | |
| 198 | SecondaryOrderID | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request | FIX.4.3 | ||
| 530 | MassCancelRequestType | Order Mass Cancel Request Type accepted by the system | Y | FIX.4.3 | |
| 531 | MassCancelResponse | 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. |
Y | FIX.4.3 | |
| 532 | MassCancelRejectReason | Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 |
FIX.4.3 | ||
| 533 | TotalAffectedOrders | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request | FIX.4.3 | ||
| ImplicitBlockRepeating | AffectedOrdGrp | Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field | FIX.4.4 | ||
| 336 | TradingSessionID | Trading Session in which orders are to be canceled | FIX.4.3 | ||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| BlockRepeating | Parties | Insert here the set of “Parties” (firm identification) fields defined in “common components of application messages” | FIX.4.4 | ||
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” | FIX.4.3 | ||
| Block | UnderlyingInstrument | Insert here the set of “UnderlyingInstrument” (underlying symbology) fields defined in “Common Components of Application Messages” | FIX.4.3 | ||
| 54 | Side | Side of the market specified on the Order Mass Cancel Request | FIX.4.3 | ||
| 60 | TransactTime | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. | FIX.4.3 | ||
| 58 | Text | FIX.4.3 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.3 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.3 | ||
| Block | StandardTrailer | Y | FIX.4.3 |