The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order.
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 = BZ | Y | FIX.5.0 | |
| 11 | ClOrdID | ClOrdID provided on the Order Mass Action Request. | FIX.5.0 | ||
| 526 | SecondaryClOrdID | FIX.5.0 | |||
| 1369 | MassActionReportID | Unique Identifier for the Order Mass Action Report | Y | FIX.5.0 | |
| 1373 | MassActionType | Order Mass Action Request Type accepted by the system | Y | FIX.5.0 | |
| 1374 | MassActionScope | Specifies the scope of the action | Y | FIX.5.0 | |
| 2675 | MassActionReason | Specifies the reason for the action taken. | FIX.5.0SP2 (EP 223) | ||
| 1375 | MassActionResponse | Indicates the action taken by the counterparty order handling system as a result of the Action Request. | Y | FIX.5.0 | |
| 1376 | MassActionRejectReason | Indicates why Order Mass Action Request was rejected Required if MassActionResponse (1375) = 0 (Rejected). |
FIX.5.0 | ||
| 533 | TotalAffectedOrders | Optional field used to indicate the total number of orders affected by the Order Mass Action Request | FIX.5.0 | ||
| 2678 | TotalNotAffectedOrders | Optional field used to indicate the total number of orders within the scope but not affected by the OrderMassActionRequest (CA). | FIX.5.0SP2 (EP 223) | ||
| 893 | LastFragment | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | FIX.5.0SP2 (EP 223) | ||
| ImplicitBlockRepeating | AffectedOrdGrp | List of orders affected by the Order Mass Action Request. | FIX.5.0 | ||
| ImplicitBlockRepeating | NotAffectedOrdGrp | List of orders not affected by the Order Mass Action Request. | FIX.5.0SP2 (EP 131) | ||
| BlockRepeating | AffectedMarketSegmentGrp | List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. | FIX.5.0SP2 (EP 131) | ||
| BlockRepeating | NotAffectedMarketSegmentGrp | List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. | FIX.5.0SP2 (EP 131) | ||
| 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 | Mutually exclusive with MarketSegmentID (1300). | FIX.5.0SP2 (EP 131) | ||
| 336 | TradingSessionID | TradingSessionID for which orders are to be affected | FIX.5.0 | ||
| 625 | TradingSessionSubID | TradingSessionSubID for which orders are to be affected | FIX.5.0 | ||
| BlockRepeating | Parties | FIX.5.0 | |||
| BlockRepeating | TargetParties | Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). | FIX.5.0SP1 (EP 85) | ||
| Block | Instrument | FIX.5.0 | |||
| Block | UnderlyingInstrument | FIX.5.0 | |||
| 54 | Side | Side of the market specified on the Order Mass Action Request | FIX.5.0 | ||
| 44 | Price | FIX.5.0SP2 (EP 223) | |||
| 60 | TransactTime | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. | FIX.5.0 | ||
| 376 | ComplianceID | FIX.5.0SP2 (EP 185) | |||
| 2404 | ComplianceText | FIX.5.0SP2 (EP 185) | |||
| 2351 | EncodedComplianceTextLen | Must be set if EncodedComplianceText (2352) field is specified and must immediately precede it. | FIX.5.0SP2 (EP 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 (EP 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 |