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 EP240.
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 | |
1375 | MassActionResponse | Indicates the action taken by the counterparty order handling system as a result of the Action Request 0 – Indicates Order Mass Action Request was rejected. |
Y | FIX.5.0 | |
1376 | MassActionRejectReason | Indicates why Order Mass Action Request was rejected Required if MassActionResponse = 0 |
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 | ||
ImplicitBlockRepeating | AffectedOrdGrp | Orders affected by the Order Mass Action Request. | FIX.5.0 | ||
ImplicitBlockRepeating | NotAffectedOrdersGrp | List of orders not affected by the Order Mass Action Request. | FIX.5.0 | ||
1301 | MarketID | MarketID for which orders are to be affected | FIX.5.0 | ||
1300 | MarketSegmentID | MarketSegmentID for which orders are to be affected | FIX.5.0 | ||
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 | ||
60 | TransactTime | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. | FIX.5.0 | ||
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 |